+99.4%
STT vs SPG
+74.6%
+24.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -2.5% | +4.9% | -7.4% | -5.2% |
| 30D | -5.0% | +15.6% | -20.6% | -12.9% |
| 3M | -10.5% | +4.1% | -14.5% | -12.8% |
| 6M | +10.0% | +13.6% | -3.6% | +1.0% |
| YTD | +30.7% | +27.5% | +3.1% | +11.3% |
| 1Y | +43.8% | +32.2% | +11.5% | +19.6% |
| 3Y | +168.1% | +126.0% | +42.1% | +53.1% |
| All | +99.4% | +74.6% | +24.8% | +28.0% |
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