+311.1%
STT vs NWSA
+127.4%
+183.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.5% |
| 30D | +3.9% | +4.6% | -0.7% | +1.3% |
| 3M | +20.0% | +13.2% | +6.7% | +11.4% |
| 6M | +55.3% | +27.0% | +28.3% | +35.1% |
| YTD | +53.3% | +16.8% | +36.5% | +38.9% |
| 1Y | +74.7% | +4.5% | +70.2% | +67.5% |
| 3Y | +205.8% | +46.2% | +159.6% | +141.9% |
| 5Y | +145.0% | +40.9% | +104.1% | +92.8% |
| 10Y | +266.0% | +145.1% | +120.9% | +98.4% |
| All | +311.1% | +127.4% | +183.7% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling