+266.4%
STT vs CPB
-44.2%
+310.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +1.0% | -8.0% | +9.0% | +1.8% |
| 30D | +2.8% | -2.4% | +5.2% | +2.9% |
| 3M | +18.1% | +0.5% | +17.6% | +17.6% |
| 6M | +59.2% | -10.5% | +69.7% | +60.6% |
| YTD | +51.5% | -17.5% | +69.0% | +54.2% |
| 1Y | +75.7% | -31.0% | +106.7% | +82.9% |
| 3Y | +200.8% | -40.6% | +241.4% | +217.5% |
| 5Y | +155.8% | -37.7% | +193.5% | +167.8% |
| 10Y | +266.4% | -43.4% | +309.8% | +286.3% |
| All | +266.4% | -44.2% | +310.6% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling