+74.7%
STT vs FIVE
+66.7%
+8.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.5% |
| 7D | +0.5% | +4.3% | -3.8% | -0.1% |
| 30D | +3.9% | +12.5% | -8.7% | +2.0% |
| 3M | +20.0% | +31.2% | -11.3% | +15.0% |
| 6M | +55.3% | +14.4% | +40.9% | +51.3% |
| YTD | +53.3% | +33.9% | +19.4% | +42.7% |
| 1Y | +74.7% | +65.1% | +9.6% | +52.8% |
| All | +74.7% | +66.7% | +8.0% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling