+103.1%
STT vs FIVE
+16.7%
+86.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +4.8% | +2.7% | +2.1% | +4.2% |
| 30D | +3.9% | +12.7% | -8.7% | +1.4% |
| 3M | -8.2% | +2.1% | -10.2% | -8.8% |
| 6M | +15.6% | +17.5% | -1.9% | +10.7% |
| YTD | +37.6% | +31.0% | +6.7% | +28.2% |
| 1Y | +50.1% | +67.7% | -17.6% | +32.5% |
| 3Y | +183.1% | +43.4% | +139.7% | +146.2% |
| All | +103.1% | +16.7% | +86.4% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling