+168.1%
STT vs FIVE
+34.8%
+133.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -5.0% | +17.7% | -22.6% | -7.0% |
| 3M | -10.5% | +4.0% | -14.4% | -11.1% |
| 6M | +10.0% | +2.6% | +7.4% | +9.1% |
| YTD | +30.7% | +27.6% | +3.1% | +25.3% |
| 1Y | +43.8% | +59.9% | -16.2% | +33.4% |
| 3Y | +168.1% | +35.8% | +132.3% | +117.4% |
| All | +168.1% | +34.8% | +133.2% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling