+184.2%
STT vs CP
+35.8%
+148.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | -0.4% | +9.6% | -10.1% | -4.0% |
| 3M | -6.5% | +2.2% | -8.7% | -7.4% |
| 6M | +17.2% | +11.1% | +6.1% | +11.6% |
| YTD | +38.2% | +28.2% | +10.0% | +23.2% |
| 1Y | +49.3% | +32.2% | +17.1% | +31.3% |
| All | +184.2% | +35.8% | +148.4% | +137.0% |
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