+197.6%
STT vs SM
+4.2%
+193.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +1.1% | -19.5% | +20.6% | +4.3% |
| 30D | -1.9% | -20.2% | +18.3% | +1.2% |
| 3M | -7.6% | -6.5% | -1.1% | -7.4% |
| 6M | +16.0% | +1.6% | +14.4% | +13.7% |
| YTD | +36.2% | +61.2% | -25.1% | +22.3% |
| 1Y | +46.8% | +65.4% | -18.6% | +31.0% |
| 3Y | +177.8% | -13.0% | +190.8% | +168.3% |
| 5Y | +105.8% | -4.3% | +110.1% | +88.5% |
| 10Y | +197.6% | +3.0% | +194.5% | +80.9% |
| All | +197.6% | +4.2% | +193.4% | +80.9% |
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