+207.3%
STT vs SM
-6.8%
+214.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +3.9% | +26.3% | -22.5% | +0.2% |
| 3M | +20.0% | +8.7% | +11.3% | +17.9% |
| 6M | +55.3% | +51.7% | +3.6% | +41.8% |
| YTD | +53.3% | +99.0% | -45.7% | +31.7% |
| 1Y | +74.7% | +34.6% | +40.1% | +62.5% |
| All | +207.3% | -6.8% | +214.1% | +183.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling