+7,325.6%
STT vs CP
+7,669.4%
-343.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | -2.7% | +3.2% | +2.0% |
| 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% | +34.2% |
| 1Y | +74.7% | +20.1% | +54.6% | +56.0% |
| 3Y | +205.8% | +16.4% | +189.4% | +172.2% |
| 5Y | +145.0% | +31.7% | +113.3% | +102.5% |
| 10Y | +266.0% | +223.9% | +42.2% | +85.7% |
| All | +7,325.6% | +7,669.4% | -343.8% | +853.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling