+154.5%
STT vs REPL
-54.3%
+208.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +0.5% | -3.0% | +3.4% | +0.5% |
| 30D | +3.9% | +27.1% | -23.3% | +3.3% |
| 3M | +20.0% | +52.4% | -32.4% | +17.7% |
| 6M | +55.3% | +107.4% | -52.1% | +47.7% |
| YTD | +53.3% | +54.7% | -1.4% | +47.2% |
| 1Y | +74.7% | +158.9% | -84.2% | +61.4% |
| 3Y | +205.8% | -23.7% | +229.6% | +182.7% |
| All | +154.5% | -54.3% | +208.8% | +135.3% |
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