+157.5%
STT vs EXEL
+195.7%
-38.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.8% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | +3.9% | +6.7% | -2.8% | +2.6% |
| 3M | +19.2% | +11.5% | +7.7% | +16.5% |
| 6M | +60.4% | +38.8% | +21.6% | +50.1% |
| YTD | +51.5% | +31.6% | +19.9% | +42.9% |
| 1Y | +76.3% | +53.0% | +23.3% | +60.9% |
| 3Y | +200.7% | +160.8% | +39.9% | +136.6% |
| 5Y | +157.5% | +190.1% | -32.6% | +86.0% |
| All | +157.5% | +195.7% | -38.3% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling