+472.0%
STT vs IWD
+726.5%
-254.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.2% |
| 7D | +0.5% | -0.3% | +0.8% | +0.9% |
| 30D | +3.9% | +0.6% | +3.3% | +2.9% |
| 3M | +20.0% | +7.2% | +12.7% | +7.7% |
| 6M | +55.3% | +16.2% | +39.1% | +23.5% |
| YTD | +53.3% | +23.3% | +30.0% | +11.7% |
| 1Y | +74.7% | +29.6% | +45.1% | +18.4% |
| 3Y | +205.8% | +70.5% | +135.4% | +38.0% |
| 5Y | +145.0% | +73.5% | +71.5% | +10.9% |
| 10Y | +266.0% | +198.3% | +67.7% | -23.9% |
| All | +472.0% | +726.5% | -254.5% | -64.7% |
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