+204.8%
STT vs CP
+17.1%
+187.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.5% |
| 30D | +3.9% | +0.2% | +3.7% | +3.7% |
| 3M | +20.0% | +2.6% | +17.4% | +18.3% |
| 6M | +55.3% | +6.0% | +49.3% | +50.8% |
| YTD | +53.3% | +24.9% | +28.4% | +38.4% |
| 1Y | +74.7% | +20.1% | +54.6% | +60.3% |
| All | +204.8% | +17.1% | +187.8% | +172.5% |
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