+610.0%
STT vs EXEL
+273.2%
+336.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.5% | +8.4% | -7.9% | -0.9% |
| 30D | +3.9% | +4.1% | -0.2% | +3.0% |
| 3M | +20.0% | +12.4% | +7.5% | +17.3% |
| 6M | +55.3% | +41.5% | +13.8% | +45.7% |
| YTD | +53.3% | +34.6% | +18.7% | +44.9% |
| 1Y | +74.7% | +57.9% | +16.8% | +60.0% |
| 3Y | +205.8% | +159.5% | +46.3% | +152.4% |
| 5Y | +145.0% | +198.5% | -53.5% | +95.0% |
| 10Y | +266.0% | +411.4% | -145.3% | +144.9% |
| All | +610.0% | +273.2% | +336.8% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling