+523.9%
STT vs CRL
+1,379.5%
-855.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.7% |
| 7D | +0.5% | -1.0% | +1.5% | +0.8% |
| 30D | +3.9% | +10.7% | -6.8% | +0.1% |
| 3M | +20.0% | +55.3% | -35.3% | +1.9% |
| 6M | +55.3% | +60.7% | -5.3% | +28.6% |
| YTD | +53.3% | +44.6% | +8.7% | +31.0% |
| 1Y | +74.7% | +77.7% | -3.0% | +37.5% |
| 3Y | +205.8% | +37.6% | +168.2% | +146.8% |
| 5Y | +145.0% | -35.8% | +180.8% | +153.0% |
| 10Y | +266.0% | +241.7% | +24.3% | +94.2% |
| All | +523.9% | +1,379.5% | -855.6% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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