+4,278.1%
STT vs M
+396.5%
+3,881.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.7% |
| 7D | +0.5% | +4.7% | -4.2% | -1.1% |
| 30D | +3.9% | -9.6% | +13.5% | +7.3% |
| 3M | +20.0% | +0.9% | +19.1% | +18.6% |
| 6M | +55.3% | +22.3% | +33.0% | +43.2% |
| YTD | +53.3% | +6.5% | +46.8% | +47.1% |
| 1Y | +74.7% | +38.8% | +35.9% | +52.0% |
| 3Y | +205.8% | +115.9% | +89.9% | +107.9% |
| 5Y | +145.0% | +28.6% | +116.4% | +79.2% |
| 10Y | +266.0% | -2.5% | +268.5% | +126.7% |
| All | +4,278.1% | +396.5% | +3,881.6% | +1,223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling