+201.0%
STT vs SM
+4.9%
+196.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +6.0% | +3.6% |
| 7D | +0.9% | -22.3% | +23.2% | +4.7% |
| 30D | -2.3% | -21.4% | +19.0% | +1.0% |
| 3M | -7.0% | +1.4% | -8.3% | -8.0% |
| 6M | +15.5% | +0.1% | +15.4% | +13.5% |
| YTD | +35.6% | +59.0% | -23.4% | +22.0% |
| 1Y | +47.9% | +64.3% | -16.5% | +32.1% |
| 3Y | +181.1% | -13.1% | +194.2% | +171.5% |
| 5Y | +108.2% | -13.9% | +122.1% | +93.6% |
| 10Y | +201.0% | +1.7% | +199.3% | +83.3% |
| All | +201.0% | +4.9% | +196.1% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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