+46.8%
STT vs FIVE
+63.0%
-16.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.1% | +7.3% | -6.2% | +0.3% |
| 30D | -1.9% | +18.1% | -20.0% | -3.7% |
| 3M | -7.6% | +7.7% | -15.3% | -8.5% |
| 6M | +16.0% | +13.6% | +2.4% | +14.4% |
| YTD | +36.2% | +34.6% | +1.6% | +25.7% |
| 1Y | +46.8% | +66.2% | -19.5% | +26.0% |
| All | +46.8% | +63.0% | -16.2% | +26.0% |
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