+183.1%
STT vs SPG
+135.6%
+47.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +4.8% | +2.0% | +2.8% | +3.8% |
| 30D | +3.9% | +17.2% | -13.3% | -3.9% |
| 3M | -8.2% | +6.3% | -14.5% | -10.9% |
| 6M | +15.6% | +18.7% | -3.1% | +5.4% |
| YTD | +37.6% | +30.1% | +7.6% | +19.1% |
| 1Y | +50.1% | +32.8% | +17.4% | +28.5% |
| 3Y | +183.1% | +133.6% | +49.5% | +81.4% |
| All | +183.1% | +135.6% | +47.5% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling