+194.4%
STT vs IT
+88.7%
+105.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +5.1% | -3.7% | +8.8% | +6.3% |
| 30D | -0.2% | -3.1% | +2.9% | -0.1% |
| 3M | -8.1% | +6.3% | -14.5% | -11.7% |
| 6M | +16.6% | +24.8% | -8.1% | +2.7% |
| YTD | +37.8% | -24.4% | +62.2% | +44.9% |
| 1Y | +46.8% | -17.1% | +63.9% | +48.2% |
| 3Y | +181.2% | -53.6% | +234.8% | +251.9% |
| 5Y | +105.1% | -42.5% | +147.7% | +123.9% |
| All | +194.4% | +88.7% | +105.7% | +72.1% |
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