+504.5%
STT vs SPXU
-100.0%
+604.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.7% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +3.9% | +0.8% | +3.0% | +4.4% |
| 3M | +20.0% | -4.7% | +24.7% | +18.6% |
| 6M | +55.3% | -29.6% | +84.9% | +36.4% |
| YTD | +53.3% | -29.9% | +83.2% | +35.5% |
| 1Y | +74.7% | -39.1% | +113.8% | +46.9% |
| 3Y | +205.8% | -80.0% | +285.8% | +79.0% |
| 5Y | +145.0% | -86.0% | +231.0% | +51.2% |
| 10Y | +266.0% | -99.5% | +365.5% | -19.3% |
| All | +504.5% | -100.0% | +604.5% | -68.5% |
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