+3,632.8%
STT vs IT
+6,105.9%
-2,473.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.4% |
| 7D | +0.5% | -6.0% | +6.5% | +2.1% |
| 30D | +3.9% | 0.0% | +3.8% | +3.5% |
| 3M | +20.0% | +13.1% | +6.9% | +13.4% |
| 6M | +55.3% | +11.7% | +43.6% | +45.8% |
| YTD | +53.3% | -26.1% | +79.4% | +60.0% |
| 1Y | +74.7% | -21.3% | +96.0% | +77.9% |
| 3Y | +205.8% | -46.7% | +252.6% | +239.9% |
| 5Y | +145.0% | -40.5% | +185.5% | +161.6% |
| 10Y | +266.0% | +103.9% | +162.1% | +173.4% |
| All | +3,632.8% | +6,105.9% | -2,473.1% | +1,477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling