+2,827.8%
STT vs SM
+1,302.7%
+1,525.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -2.5% | -25.9% | +23.4% | +2.5% |
| 30D | -5.0% | -15.1% | +10.2% | -2.6% |
| 3M | -10.5% | +4.9% | -15.3% | -12.1% |
| 6M | +10.0% | +6.1% | +3.9% | +6.8% |
| YTD | +30.7% | +63.4% | -32.8% | +15.9% |
| 1Y | +43.8% | +72.5% | -28.7% | +26.1% |
| 3Y | +168.1% | -16.9% | +185.0% | +160.3% |
| 5Y | +101.4% | -10.6% | +112.1% | +84.5% |
| 10Y | +211.3% | +11.3% | +200.0% | +86.6% |
| All | +2,827.8% | +1,302.7% | +1,525.1% | +1,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling