+201.0%
STT vs SPG
+117.3%
+83.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.3% |
| 7D | +0.9% | +5.1% | -4.2% | -1.2% |
| 30D | -2.3% | +16.8% | -19.2% | -8.8% |
| 3M | -7.0% | +5.7% | -12.6% | -9.3% |
| 6M | +15.5% | +17.8% | -2.3% | +7.0% |
| YTD | +35.6% | +30.1% | +5.5% | +20.1% |
| 1Y | +47.9% | +32.8% | +15.1% | +29.8% |
| 3Y | +181.1% | +137.2% | +43.9% | +90.6% |
| 5Y | +108.2% | +81.5% | +26.7% | +55.7% |
| 10Y | +201.0% | +116.5% | +84.5% | +89.8% |
| All | +201.0% | +117.3% | +83.7% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling