+156.6%
STT vs REPL
+39.1%
+117.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.3% | +3.1% |
| 7D | +0.9% | +14.2% | -13.3% | +0.3% |
| 30D | -2.3% | +65.9% | -68.2% | -4.6% |
| 3M | -7.0% | +84.6% | -91.6% | -9.7% |
| 6M | +15.5% | +446.9% | -431.4% | +2.8% |
| YTD | +35.6% | +129.0% | -93.4% | +22.2% |
| 1Y | +47.9% | +167.9% | -120.0% | +31.9% |
| 3Y | +181.1% | +93.9% | +87.2% | +113.4% |
| 5Y | +108.2% | -33.0% | +141.2% | +73.6% |
| All | +156.6% | +39.1% | +117.5% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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