+75.7%
STT vs SPG
+22.2%
+53.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +3.9% | -4.9% | +8.8% | +5.4% |
| 3M | +19.2% | +3.3% | +15.9% | +16.7% |
| 6M | +60.4% | +11.2% | +49.2% | +52.3% |
| YTD | +51.5% | +17.1% | +34.4% | +41.4% |
| All | +75.7% | +22.2% | +53.4% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling