+157.5%
STT vs IT
-44.6%
+202.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | +0.5% |
| 7D | +2.2% | -9.1% | +11.3% | +4.3% |
| 30D | +3.9% | -7.0% | +10.9% | +5.3% |
| 3M | +19.2% | +7.6% | +11.5% | +15.1% |
| 6M | +60.4% | +2.1% | +58.3% | +55.9% |
| YTD | +51.5% | -31.6% | +83.0% | +66.0% |
| 1Y | +76.3% | -29.9% | +106.2% | +90.1% |
| 3Y | +200.7% | -51.3% | +252.0% | +258.8% |
| 5Y | +157.5% | -44.8% | +202.3% | +170.2% |
| All | +157.5% | -44.6% | +202.1% | +170.2% |
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