+200.7%
STT vs IT
-51.4%
+252.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -0.3% |
| 7D | +2.2% | -9.1% | +11.3% | +3.4% |
| 30D | +3.9% | -7.0% | +10.9% | +4.7% |
| 3M | +19.2% | +7.6% | +11.5% | +17.2% |
| 6M | +60.4% | +2.1% | +58.3% | +58.6% |
| YTD | +51.5% | -31.6% | +83.0% | +62.0% |
| 1Y | +76.3% | -29.9% | +106.2% | +86.6% |
| 3Y | +200.7% | -51.3% | +252.0% | +263.4% |
| All | +200.7% | -51.4% | +252.1% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling