+266.3%
STT vs IWD
+198.0%
+68.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.9% |
| 30D | +3.9% | +0.6% | +3.3% | +3.0% |
| 3M | +20.0% | +7.2% | +12.7% | +8.3% |
| 6M | +55.3% | +16.2% | +39.1% | +24.9% |
| YTD | +53.3% | +23.3% | +30.0% | +13.5% |
| 1Y | +74.7% | +29.6% | +45.1% | +20.7% |
| 3Y | +205.8% | +70.5% | +135.4% | +43.8% |
| 5Y | +145.0% | +73.5% | +71.5% | +15.7% |
| All | +266.3% | +198.0% | +68.3% | -10.9% |
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