+168.1%
STT vs S
+34.5%
+133.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.5% | -13.4% | +11.0% | -0.9% |
| 30D | -5.0% | -14.0% | +9.0% | -3.4% |
| 3M | -10.5% | +4.9% | -15.3% | -11.5% |
| 6M | +10.0% | +42.0% | -32.0% | +4.2% |
| YTD | +30.7% | +45.1% | -14.5% | +22.6% |
| 1Y | +43.8% | +33.1% | +10.7% | +36.2% |
| 3Y | +168.1% | +40.6% | +127.4% | +141.2% |
| All | +168.1% | +34.5% | +133.6% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling