+154.5%
STT vs S
-71.4%
+225.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.5% | -7.7% | +8.2% | +1.5% |
| 30D | +3.9% | -5.3% | +9.2% | +4.3% |
| 3M | +20.0% | +20.3% | -0.3% | +16.5% |
| 6M | +55.3% | +47.4% | +7.9% | +46.1% |
| YTD | +53.3% | +32.5% | +20.8% | +46.0% |
| 1Y | +74.7% | +9.5% | +65.2% | +70.0% |
| 3Y | +205.8% | +15.5% | +190.3% | +186.9% |
| All | +154.5% | -71.4% | +225.9% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling