+49.3%
STT vs M
+25.7%
+23.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +0.4% | -3.3% | +3.7% | +0.9% |
| 30D | -0.4% | +8.1% | -8.5% | -1.7% |
| 3M | -6.5% | +2.2% | -8.7% | -6.9% |
| 6M | +17.2% | +35.1% | -17.9% | +9.7% |
| YTD | +38.2% | +15.8% | +22.4% | +32.1% |
| 1Y | +49.3% | +25.8% | +23.5% | +39.2% |
| All | +49.3% | +25.7% | +23.6% | +39.2% |
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