+137.0%
STT vs S
-52.7%
+189.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.5% | -13.4% | +11.0% | -0.8% |
| 30D | -5.0% | -14.0% | +9.0% | -3.4% |
| 3M | -10.0% | +4.9% | -14.9% | -11.1% |
| 6M | +10.6% | +42.0% | -31.4% | +4.9% |
| YTD | +31.4% | +45.1% | -13.8% | +23.6% |
| 1Y | +44.5% | +33.1% | +11.5% | +37.2% |
| 3Y | +169.5% | +40.6% | +128.9% | +147.7% |
| 5Y | +102.5% | -67.5% | +169.9% | +94.3% |
| All | +137.0% | -52.7% | +189.7% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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