+194.0%
STT vs NWSA
+148.1%
+45.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.6% |
| 7D | +4.8% | +2.2% | +2.6% | +3.5% |
| 30D | +3.9% | -8.8% | +12.7% | +8.5% |
| 3M | -8.2% | -6.5% | -1.7% | -5.7% |
| 6M | +15.6% | +1.5% | +14.1% | +12.4% |
| YTD | +37.6% | +4.0% | +33.6% | +31.0% |
| 1Y | +50.1% | +3.4% | +46.7% | +43.3% |
| 3Y | +183.1% | +34.8% | +148.2% | +128.8% |
| 5Y | +104.8% | +18.4% | +86.5% | +73.4% |
| All | +194.0% | +148.1% | +45.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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