+99.4%
STT vs REPL
-35.6%
+135.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | 0.0% |
| 7D | -2.5% | +22.8% | -25.3% | -2.9% |
| 30D | -5.0% | +63.8% | -68.7% | -6.1% |
| 3M | -10.5% | +68.1% | -78.6% | -11.6% |
| 6M | +10.0% | +528.5% | -518.5% | +3.3% |
| YTD | +30.7% | +122.4% | -91.7% | +24.5% |
| 1Y | +43.8% | +154.4% | -110.6% | +36.2% |
| 3Y | +168.1% | +68.0% | +100.1% | +130.9% |
| All | +99.4% | -35.6% | +135.0% | +85.8% |
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