+183.1%
STT vs TRU
+58.0%
+125.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +4.8% | 0.0% | +4.7% | +4.8% |
| 30D | +3.9% | +21.3% | -17.4% | -1.5% |
| 3M | -8.2% | +0.2% | -8.4% | -8.8% |
| 6M | +15.6% | +22.4% | -6.8% | +7.4% |
| YTD | +37.6% | -4.8% | +42.5% | +36.8% |
| 1Y | +50.1% | -0.2% | +50.3% | +46.7% |
| 3Y | +183.1% | +57.9% | +125.1% | +142.6% |
| All | +183.1% | +58.0% | +125.1% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling