+444.9%
STT vs SPXU
-100.0%
+544.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | -0.2% |
| 7D | +0.4% | +1.5% | -1.1% | +1.8% |
| 30D | -0.4% | +6.4% | -6.8% | +3.3% |
| 3M | -6.5% | +4.2% | -10.7% | -3.5% |
| 6M | +17.2% | -7.8% | +24.9% | +15.8% |
| YTD | +38.2% | -27.5% | +65.7% | +25.4% |
| 1Y | +49.3% | -27.1% | +76.4% | +36.3% |
| 3Y | +181.9% | -80.8% | +262.7% | +62.5% |
| 5Y | +106.9% | -84.1% | +191.0% | +36.0% |
| 10Y | +203.1% | -99.5% | +302.6% | -31.7% |
| All | +444.9% | -100.0% | +544.9% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling