+5,813.7%
STT vs IDXX
+53,734.7%
-47,920.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.4% | -5.7% | +5.3% | +0.8% |
| 30D | +1.7% | -11.5% | +13.3% | +4.3% |
| 3M | +17.9% | -9.5% | +27.4% | +20.0% |
| 6M | +55.3% | -16.0% | +71.2% | +60.3% |
| YTD | +52.7% | -25.4% | +78.1% | +61.4% |
| 1Y | +75.7% | -21.8% | +97.4% | +83.3% |
| 3Y | +197.9% | +7.0% | +190.9% | +184.8% |
| 5Y | +158.8% | -26.0% | +184.7% | +162.8% |
| 10Y | +269.3% | +358.9% | -89.7% | +155.1% |
| All | +5,813.7% | +53,734.7% | -47,920.9% | +2,147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 all: compounded portfolio wealth divided by compounded IDXX 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…
all analysis · Full analysis span regression · 6 months rolling