+260.3%
STT vs IT
+92.9%
+167.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -1.4% | -12.7% | +11.3% | +3.1% |
| 30D | +2.2% | -8.9% | +11.1% | +4.9% |
| 3M | +18.8% | +10.1% | +8.7% | +11.5% |
| 6M | +57.9% | +7.3% | +50.7% | +47.5% |
| YTD | +51.0% | -32.4% | +83.4% | +67.1% |
| 1Y | +77.1% | -26.6% | +103.8% | +87.6% |
| 3Y | +199.8% | -51.8% | +251.7% | +264.2% |
| 5Y | +156.0% | -45.6% | +201.6% | +185.0% |
| All | +260.3% | +92.9% | +167.4% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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