+105.1%
STT vs CP
+27.5%
+77.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +5.1% | +0.9% | +4.2% | +4.6% |
| 30D | -0.2% | +10.3% | -10.6% | -5.4% |
| 3M | -8.1% | +2.3% | -10.4% | -9.5% |
| 6M | +16.6% | +10.7% | +5.9% | +9.6% |
| YTD | +37.8% | +29.3% | +8.5% | +18.0% |
| 1Y | +46.8% | +31.5% | +15.4% | +24.5% |
| 3Y | +181.2% | +36.7% | +144.4% | +123.8% |
| 5Y | +105.1% | +26.8% | +78.3% | +68.0% |
| All | +105.1% | +27.5% | +77.6% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling