+203.1%
STT vs IWD
+205.2%
-2.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +0.9% |
| 7D | +0.4% | -0.6% | +1.0% | +1.3% |
| 30D | -0.4% | +3.6% | -4.0% | -5.3% |
| 3M | -6.5% | +2.7% | -9.1% | -9.9% |
| 6M | +17.2% | +13.2% | +4.0% | -2.1% |
| YTD | +38.2% | +26.8% | +11.5% | -1.7% |
| 1Y | +49.3% | +29.3% | +20.0% | +3.3% |
| 3Y | +181.9% | +85.1% | +96.8% | +17.5% |
| 5Y | +106.9% | +74.2% | +32.7% | -3.2% |
| 10Y | +203.1% | +204.6% | -1.5% | -32.5% |
| All | +203.1% | +205.2% | -2.1% | -32.5% |
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