+76.3%
STT vs S
+4.5%
+71.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.0% |
| 7D | +2.2% | -5.8% | +8.0% | +2.7% |
| 30D | +3.9% | -9.2% | +13.1% | +4.7% |
| 3M | +19.2% | +23.4% | -4.2% | +16.1% |
| 6M | +60.4% | +36.9% | +23.5% | +53.6% |
| YTD | +51.5% | +29.5% | +21.9% | +45.4% |
| 1Y | +76.3% | +5.4% | +70.9% | +77.6% |
| All | +76.3% | +4.5% | +71.8% | +77.6% |
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 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