+408.0%
STT vs IWD
+745.7%
-337.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.1% | +1.6% | -0.4% | -1.2% |
| 30D | -1.9% | +3.6% | -5.5% | -6.9% |
| 3M | -7.6% | +2.0% | -9.6% | -10.4% |
| 6M | +16.0% | +13.1% | +2.9% | -3.8% |
| YTD | +36.2% | +26.2% | +10.0% | -4.1% |
| 1Y | +46.8% | +29.6% | +17.2% | -0.7% |
| 3Y | +177.8% | +84.3% | +93.5% | +11.4% |
| 5Y | +105.8% | +73.4% | +32.4% | -7.0% |
| 10Y | +197.6% | +202.4% | -4.9% | -39.4% |
| All | +408.0% | +745.7% | -337.6% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling