+154.5%
STT vs SPG
+102.5%
+52.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | +0.5% | -2.4% | +2.9% | +1.9% |
| 30D | +3.9% | -6.8% | +10.7% | +8.2% |
| 3M | +20.0% | +2.7% | +17.3% | +17.4% |
| 6M | +55.3% | +5.5% | +49.9% | +49.2% |
| YTD | +53.3% | +15.7% | +37.6% | +39.0% |
| 1Y | +74.7% | +20.9% | +53.8% | +53.9% |
| 3Y | +205.8% | +112.4% | +93.4% | +84.5% |
| All | +154.5% | +102.5% | +52.0% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling