+46.8%
STT vs IT
-17.7%
+64.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +5.1% | -3.7% | +8.8% | +5.2% |
| 30D | -0.2% | -3.1% | +2.9% | -0.2% |
| 3M | -8.1% | +6.3% | -14.5% | -8.3% |
| 6M | +16.6% | +24.8% | -8.1% | +16.0% |
| YTD | +37.8% | -24.4% | +62.2% | +43.0% |
| 1Y | +46.8% | -17.1% | +63.9% | +49.0% |
| All | +46.8% | -17.7% | +64.5% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling