+194.0%
STT vs M
-7.1%
+201.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.5% |
| 7D | +4.8% | +7.0% | -2.3% | +3.0% |
| 30D | +3.9% | +8.9% | -5.0% | +1.5% |
| 3M | -8.2% | +4.5% | -12.7% | -9.6% |
| 6M | +15.6% | +36.2% | -20.6% | +5.7% |
| YTD | +37.6% | +15.1% | +22.5% | +30.5% |
| 1Y | +50.1% | +27.4% | +22.7% | +38.3% |
| 3Y | +183.1% | +160.1% | +22.9% | +102.7% |
| 5Y | +104.8% | -1.6% | +106.4% | +78.6% |
| All | +194.0% | -7.1% | +201.1% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling