+103.1%
STT vs REPL
-35.0%
+138.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +4.8% | +1.2% | +3.5% | +4.7% |
| 30D | +3.9% | +92.2% | -88.3% | +2.3% |
| 3M | -8.2% | +44.1% | -52.3% | -9.0% |
| 6M | +15.6% | +313.0% | -297.4% | +10.0% |
| YTD | +37.6% | +125.2% | -87.6% | +31.0% |
| 1Y | +50.1% | +143.8% | -93.6% | +42.4% |
| 3Y | +183.1% | +104.2% | +78.9% | +137.6% |
| All | +103.1% | -35.0% | +138.1% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling