+108.2%
STT vs IT
-42.9%
+151.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | +0.9% | -18.8% | +19.7% | +5.2% |
| 30D | -2.3% | -0.1% | -2.3% | -2.9% |
| 3M | -7.0% | +2.9% | -9.9% | -8.7% |
| 6M | +15.5% | +20.4% | -4.9% | +7.2% |
| YTD | +35.6% | -24.3% | +59.9% | +44.0% |
| 1Y | +47.9% | -17.2% | +65.0% | +51.8% |
| 3Y | +181.1% | -52.4% | +233.5% | +247.2% |
| 5Y | +108.2% | -43.7% | +151.9% | +120.5% |
| All | +108.2% | -42.9% | +151.1% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling