+46.8%
STT vs S
+37.8%
+9.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -1.9% | -10.8% | +8.9% | -1.5% |
| 3M | -7.6% | +5.4% | -13.0% | -7.8% |
| 6M | +16.0% | +41.2% | -25.2% | +13.0% |
| YTD | +36.2% | +56.2% | -20.0% | +29.9% |
| 1Y | +46.8% | +36.3% | +10.5% | +40.8% |
| All | +46.8% | +37.8% | +9.0% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling