+3,138.9%
STT vs SPG
+5,961.7%
-2,822.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +1.1% | +5.6% | -4.5% | -1.8% |
| 30D | -1.9% | +17.6% | -19.5% | -10.2% |
| 3M | -7.6% | +7.5% | -15.0% | -11.3% |
| 6M | +16.0% | +18.5% | -2.6% | +5.1% |
| YTD | +36.2% | +30.9% | +5.3% | +16.6% |
| 1Y | +46.8% | +34.1% | +12.7% | +24.1% |
| 3Y | +177.8% | +135.5% | +42.3% | +70.6% |
| 5Y | +105.8% | +86.5% | +19.3% | +41.9% |
| 10Y | +197.6% | +116.1% | +81.5% | +57.3% |
| All | +3,138.9% | +5,961.7% | -2,822.9% | +384.2% |
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