+197.6%
STT vs EXEL
+363.4%
-165.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | -1.9% | +17.9% | -19.8% | -4.9% |
| 3M | -7.6% | +33.3% | -40.9% | -12.6% |
| 6M | +16.0% | +46.6% | -30.6% | +7.3% |
| YTD | +36.2% | +61.0% | -24.8% | +23.3% |
| 1Y | +46.8% | +70.4% | -23.7% | +31.4% |
| 3Y | +177.8% | +236.1% | -58.3% | +111.3% |
| 5Y | +105.8% | +284.8% | -179.0% | +49.9% |
| 10Y | +197.6% | +348.4% | -150.8% | +105.8% |
| All | +197.6% | +363.4% | -165.9% | +105.8% |
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