+154.5%
STT vs CP
+32.0%
+122.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.9% |
| 30D | +3.9% | +0.2% | +3.7% | +3.6% |
| 3M | +20.0% | +2.6% | +17.4% | +17.7% |
| 6M | +55.3% | +6.0% | +49.3% | +49.3% |
| YTD | +53.3% | +24.9% | +28.4% | +33.8% |
| 1Y | +74.7% | +20.1% | +54.6% | +55.6% |
| 3Y | +205.8% | +16.4% | +189.4% | +170.0% |
| All | +154.5% | +32.0% | +122.5% | +97.3% |
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