+266.4%
STT vs SPG
+59.6%
+206.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.1% |
| 7D | +1.0% | -1.7% | +2.6% | +1.7% |
| 30D | +2.8% | -6.3% | +9.1% | +5.6% |
| 3M | +18.1% | -2.4% | +20.6% | +19.0% |
| 6M | +59.2% | +9.6% | +49.6% | +52.2% |
| YTD | +51.5% | +14.2% | +37.3% | +42.1% |
| 1Y | +75.7% | +19.3% | +56.4% | +61.5% |
| 3Y | +200.8% | +106.7% | +94.1% | +116.9% |
| 5Y | +155.8% | +104.2% | +51.6% | +84.0% |
| 10Y | +266.4% | +63.7% | +202.7% | +148.3% |
| All | +266.4% | +59.6% | +206.8% | +148.3% |
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