+199.4%
STT vs IWD
+212.1%
-12.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +0.4% |
| 7D | +0.9% | +1.3% | -0.3% | -0.8% |
| 30D | -2.3% | +3.6% | -5.9% | -7.1% |
| 3M | -7.5% | +2.3% | -9.8% | -10.5% |
| 6M | +14.9% | +13.0% | +1.8% | -3.8% |
| YTD | +34.9% | +26.2% | +8.7% | -3.4% |
| 1Y | +47.1% | +30.5% | +16.6% | +0.4% |
| 3Y | +179.6% | +86.2% | +93.4% | +15.6% |
| 5Y | +107.1% | +72.9% | +34.2% | -2.1% |
| 10Y | +199.4% | +205.0% | -5.6% | -33.8% |
| All | +199.4% | +212.1% | -12.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling