+157.5%
STT vs CPB
-38.5%
+196.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | +2.2% | -8.2% | +10.4% | +2.9% |
| 30D | +3.9% | -5.6% | +9.5% | +4.3% |
| 3M | +19.2% | +3.0% | +16.2% | +18.3% |
| 6M | +60.4% | -12.7% | +73.1% | +62.7% |
| YTD | +51.5% | -18.0% | +69.4% | +54.9% |
| 1Y | +76.3% | -31.7% | +108.0% | +85.6% |
| 3Y | +200.7% | -41.0% | +241.7% | +221.2% |
| 5Y | +157.5% | -38.4% | +195.9% | +166.2% |
| All | +157.5% | -38.5% | +196.0% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling