+260.3%
STT vs TRU
+144.8%
+115.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.4% | -9.4% | +8.0% | +2.5% |
| 30D | +2.2% | -4.1% | +6.3% | +3.5% |
| 3M | +18.8% | +13.6% | +5.2% | +11.1% |
| 6M | +57.9% | +3.6% | +54.4% | +52.2% |
| YTD | +51.0% | -9.8% | +60.8% | +52.8% |
| 1Y | +77.1% | -13.6% | +90.8% | +81.2% |
| 3Y | +199.8% | -2.0% | +201.8% | +172.3% |
| 5Y | +156.0% | -35.8% | +191.8% | +180.6% |
| All | +260.3% | +144.8% | +115.6% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling