+195.2%
STT vs CPB
-40.1%
+235.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +0.4% | -4.1% | +4.5% | +0.8% |
| 30D | -0.4% | +16.9% | -17.4% | -2.0% |
| 3M | -6.5% | -0.6% | -5.9% | -6.6% |
| 6M | +17.2% | +11.4% | +5.8% | +15.2% |
| YTD | +38.2% | -14.8% | +53.0% | +40.2% |
| 1Y | +49.3% | -24.8% | +74.1% | +53.8% |
| 3Y | +181.9% | -36.6% | +218.5% | +195.1% |
| 5Y | +106.9% | -33.3% | +140.3% | +114.9% |
| All | +195.2% | -40.1% | +235.3% | +222.3% |
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