+155.8%
STT vs NWSA
+40.6%
+115.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.3% |
| 7D | +2.2% | -2.6% | +4.8% | +3.6% |
| 30D | +3.9% | +4.6% | -0.7% | +1.5% |
| 3M | +19.2% | +10.2% | +9.0% | +12.3% |
| 6M | +60.4% | +21.6% | +38.8% | +42.7% |
| YTD | +51.5% | +14.6% | +36.8% | +38.7% |
| 1Y | +76.3% | +0.4% | +75.9% | +73.7% |
| 3Y | +200.7% | +45.0% | +155.8% | +136.2% |
| All | +155.8% | +40.6% | +115.2% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling