+203.1%
STT vs FIVE
+535.9%
-332.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | -0.4% | +17.4% | -17.8% | -4.6% |
| 3M | -6.5% | +7.0% | -13.5% | -8.5% |
| 6M | +17.2% | +20.5% | -3.3% | +10.1% |
| YTD | +38.2% | +33.1% | +5.1% | +25.7% |
| 1Y | +49.3% | +67.1% | -17.8% | +27.7% |
| 3Y | +181.9% | +41.9% | +140.0% | +135.0% |
| 5Y | +106.9% | +21.1% | +85.9% | +73.9% |
| 10Y | +203.1% | +518.8% | -315.7% | +70.5% |
| All | +203.1% | +535.9% | -332.8% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling