+168.1%
STT vs M
+100.8%
+67.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.0% |
| 7D | -2.5% | -4.3% | +1.8% | -1.8% |
| 30D | -5.0% | +1.3% | -6.2% | -5.2% |
| 3M | -10.5% | -7.4% | -3.1% | -9.6% |
| 6M | +10.0% | +18.3% | -8.3% | +6.1% |
| YTD | +30.7% | +7.6% | +23.1% | +27.6% |
| 1Y | +43.8% | +17.4% | +26.4% | +38.2% |
| 3Y | +168.1% | +108.4% | +59.7% | +122.8% |
| All | +168.1% | +100.8% | +67.3% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling