+201.0%
STT vs CPB
-39.9%
+240.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.3% |
| 7D | +0.9% | +3.3% | -2.3% | +0.6% |
| 30D | -2.3% | +19.0% | -21.3% | -4.0% |
| 3M | -7.0% | +0.4% | -7.4% | -7.2% |
| 6M | +15.5% | +13.0% | +2.5% | +13.4% |
| YTD | +35.6% | -12.7% | +48.3% | +37.2% |
| 1Y | +47.9% | -20.9% | +68.7% | +51.4% |
| 3Y | +181.1% | -35.4% | +216.5% | +193.8% |
| 5Y | +108.2% | -32.3% | +140.5% | +115.9% |
| 10Y | +201.0% | -40.5% | +241.5% | +223.3% |
| All | +201.0% | -39.9% | +240.9% | +223.3% |
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