+264.3%
STT vs NWSA
+149.4%
+114.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.4% | -2.8% | +2.4% | +1.1% |
| 30D | +1.7% | +3.0% | -1.3% | 0.0% |
| 3M | +17.9% | +12.3% | +5.6% | +9.7% |
| 6M | +55.3% | +21.9% | +33.4% | +37.6% |
| YTD | +52.7% | +13.6% | +39.1% | +39.9% |
| 1Y | +75.7% | +0.5% | +75.2% | +72.0% |
| 3Y | +197.9% | +43.8% | +154.2% | +135.1% |
| 5Y | +158.8% | +41.2% | +117.6% | +100.5% |
| All | +264.3% | +149.4% | +114.9% | +93.2% |
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