+3,335.3%
STT vs SM
+1,608.3%
+1,727.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +3.9% | +26.3% | -22.5% | -0.6% |
| 3M | +20.0% | +8.7% | +11.3% | +17.1% |
| 6M | +55.3% | +51.7% | +3.6% | +41.4% |
| YTD | +53.3% | +99.0% | -45.7% | +32.3% |
| 1Y | +74.7% | +34.6% | +40.1% | +60.9% |
| 3Y | +205.8% | -7.8% | +213.6% | +192.9% |
| 5Y | +145.0% | +104.8% | +40.2% | +94.1% |
| 10Y | +266.0% | +7.2% | +258.8% | +121.9% |
| All | +3,335.3% | +1,608.3% | +1,727.0% | +1,246.5% |
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