+190.2%
STT vs REPL
-6.0%
+196.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +0.5% | -3.0% | +3.4% | +0.6% |
| 30D | +3.9% | +27.1% | -23.3% | +2.7% |
| 3M | +20.0% | +52.4% | -32.4% | +15.5% |
| 6M | +55.3% | +107.4% | -52.1% | +40.5% |
| YTD | +53.3% | +54.7% | -1.4% | +40.9% |
| 1Y | +74.7% | +158.9% | -84.2% | +50.5% |
| 3Y | +205.8% | -23.7% | +229.6% | +152.9% |
| 5Y | +145.0% | -54.3% | +199.3% | +107.7% |
| All | +190.2% | -6.0% | +196.2% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling