+442.6%
STT vs SPXU
-100.0%
+542.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | +0.4% |
| 7D | +4.8% | -7.6% | +12.3% | +1.5% |
| 30D | +3.9% | +5.3% | -1.4% | +7.3% |
| 3M | -8.2% | +9.6% | -17.8% | -3.2% |
| 6M | +15.6% | -4.5% | +20.1% | +16.0% |
| YTD | +37.6% | -25.9% | +63.5% | +26.1% |
| 1Y | +50.1% | -28.9% | +79.0% | +35.6% |
| 3Y | +183.1% | -80.5% | +263.5% | +64.4% |
| 5Y | +104.8% | -83.4% | +188.2% | +37.3% |
| 10Y | +201.9% | -99.5% | +301.4% | -31.4% |
| All | +442.6% | -100.0% | +542.6% | -70.7% |
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