+77.1%
STT vs SPXU
-34.8%
+112.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | +0.4% |
| 7D | -1.4% | +6.4% | -7.7% | +0.9% |
| 30D | +2.2% | +5.9% | -3.8% | +4.4% |
| 3M | +18.8% | -11.7% | +30.5% | +14.1% |
| 6M | +57.9% | -28.7% | +86.6% | +40.9% |
| YTD | +51.0% | -26.4% | +77.4% | +38.3% |
| 1Y | +77.1% | -35.2% | +112.4% | +58.9% |
| All | +77.1% | -34.8% | +112.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling