+75.7%
STT vs SM
+45.2%
+30.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.1% |
| 7D | +2.2% | -0.2% | +2.3% | +2.2% |
| 30D | +3.9% | +31.5% | -27.6% | +4.3% |
| 3M | +19.2% | +17.3% | +1.8% | +19.5% |
| 6M | +60.4% | +48.5% | +11.9% | +58.4% |
| YTD | +51.5% | +106.3% | -54.8% | +45.5% |
| All | +75.7% | +45.2% | +30.5% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling