+3,124.9%
STT vs SPG
+5,923.7%
-2,798.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.1% |
| 7D | +0.9% | +5.1% | -4.2% | -1.7% |
| 30D | -2.3% | +16.8% | -19.2% | -10.3% |
| 3M | -7.0% | +5.7% | -12.6% | -9.9% |
| 6M | +15.5% | +17.8% | -2.3% | +5.0% |
| YTD | +35.6% | +30.1% | +5.5% | +16.5% |
| 1Y | +47.9% | +32.8% | +15.1% | +25.6% |
| 3Y | +181.1% | +137.2% | +43.9% | +71.9% |
| 5Y | +108.2% | +81.5% | +26.7% | +45.6% |
| 10Y | +201.0% | +116.5% | +84.5% | +58.8% |
| All | +3,124.9% | +5,923.7% | -2,798.8% | +383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling