+194.0%
STT vs IT
+90.0%
+104.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +3.9% | -1.8% | +5.8% | +3.6% |
| 3M | -8.2% | +4.8% | -13.0% | -11.2% |
| 6M | +15.6% | +33.0% | -17.4% | -0.5% |
| YTD | +37.6% | -23.8% | +61.5% | +44.4% |
| 1Y | +50.1% | -16.5% | +66.6% | +51.2% |
| 3Y | +183.1% | -53.6% | +236.7% | +254.7% |
| 5Y | +104.8% | -42.1% | +147.0% | +123.1% |
| All | +194.0% | +90.0% | +104.0% | +71.5% |
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