+52.0%
STT vs M
+36.6%
+15.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.4% | +1.1% |
| 7D | -0.1% | +8.3% | -8.3% | -1.3% |
| 30D | -1.7% | +14.2% | -15.8% | -3.7% |
| 3M | -6.4% | -1.1% | -5.3% | -6.3% |
| 6M | +17.7% | +36.6% | -18.9% | +10.4% |
| YTD | +36.9% | +19.8% | +17.1% | +30.4% |
| 1Y | +52.0% | +37.2% | +14.8% | +40.6% |
| All | +52.0% | +36.6% | +15.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling