+202.9%
STT vs IWD
+207.5%
-4.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -2.5% | -0.5% | -2.0% | -1.8% |
| 30D | -5.0% | +2.7% | -7.6% | -8.4% |
| 3M | -10.5% | +0.9% | -11.4% | -11.6% |
| 6M | +10.0% | +10.5% | -0.5% | -4.9% |
| YTD | +30.7% | +23.7% | +7.0% | -3.8% |
| 1Y | +43.8% | +28.7% | +15.0% | 0.0% |
| 3Y | +168.1% | +79.7% | +88.4% | +16.5% |
| 5Y | +101.4% | +69.7% | +31.7% | -2.3% |
| All | +202.9% | +207.5% | -4.6% | -38.4% |
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