+194.0%
STT vs EXEL
+320.7%
-126.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +3.9% | +13.1% | -9.2% | +1.5% |
| 3M | -8.2% | +36.3% | -44.5% | -13.5% |
| 6M | +15.6% | +34.5% | -18.9% | +8.8% |
| YTD | +37.6% | +57.4% | -19.8% | +25.2% |
| 1Y | +50.1% | +62.9% | -12.8% | +35.5% |
| 3Y | +183.1% | +229.5% | -46.5% | +116.1% |
| 5Y | +104.8% | +281.2% | -176.4% | +49.4% |
| All | +194.0% | +320.7% | -126.8% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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