+76.3%
STT vs M
+31.9%
+44.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | +2.2% | +2.4% | -0.2% | +1.7% |
| 30D | +3.9% | -11.6% | +15.5% | +6.2% |
| 3M | +19.2% | +1.6% | +17.6% | +17.8% |
| 6M | +60.4% | +25.2% | +35.2% | +51.4% |
| YTD | +51.5% | +3.8% | +47.7% | +47.7% |
| 1Y | +76.3% | +36.3% | +39.9% | +56.5% |
| All | +76.3% | +31.9% | +44.3% | +56.5% |
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