+183.1%
STT vs SM
-3.9%
+187.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.8% | +9.4% | -4.6% | +3.5% |
| 30D | +3.9% | -14.4% | +18.3% | +5.6% |
| 3M | -8.2% | +1.6% | -9.7% | -9.3% |
| 6M | +15.6% | +6.3% | +9.3% | +12.4% |
| YTD | +37.6% | +78.8% | -41.1% | +18.3% |
| 1Y | +50.1% | +83.1% | -33.0% | +28.1% |
| 3Y | +183.1% | -5.9% | +189.0% | +157.2% |
| All | +183.1% | -3.9% | +187.0% | +157.2% |
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