+3,200.9%
STT vs IT
+6,259.0%
-3,058.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | +0.9% | -18.8% | +19.7% | +6.4% |
| 30D | -2.3% | -0.1% | -2.3% | -2.9% |
| 3M | -7.0% | +2.9% | -9.9% | -9.1% |
| 6M | +15.5% | +20.4% | -4.9% | +5.6% |
| YTD | +35.6% | -24.3% | +59.9% | +38.9% |
| 1Y | +47.9% | -17.2% | +65.0% | +47.5% |
| 3Y | +181.1% | -52.4% | +233.5% | +220.3% |
| 5Y | +108.2% | -43.7% | +151.9% | +123.6% |
| 10Y | +201.0% | +90.3% | +110.7% | +126.5% |
| All | +3,200.9% | +6,259.0% | -3,058.1% | +1,270.0% |
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 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