+168.1%
STT vs CP
+26.5%
+141.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -2.5% | +2.8% | -5.3% | -3.5% |
| 30D | -5.0% | +10.2% | -15.2% | -8.6% |
| 3M | -10.5% | +2.4% | -12.8% | -11.5% |
| 6M | +10.0% | +7.7% | +2.3% | +6.1% |
| YTD | +30.7% | +26.0% | +4.7% | +17.5% |
| 1Y | +43.8% | +34.6% | +9.1% | +25.5% |
| 3Y | +168.1% | +26.7% | +141.4% | +134.6% |
| All | +168.1% | +26.5% | +141.6% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling