+237.6%
STT vs TRU
+238.0%
-0.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +2.5% |
| 7D | +0.5% | -6.8% | +7.2% | +3.2% |
| 30D | +3.9% | 0.0% | +3.8% | +3.5% |
| 3M | +20.0% | +13.3% | +6.7% | +12.3% |
| 6M | +55.3% | +3.4% | +51.9% | +49.9% |
| YTD | +53.3% | -6.4% | +59.7% | +52.9% |
| 1Y | +74.7% | -9.7% | +84.4% | +75.2% |
| 3Y | +205.8% | +0.1% | +205.7% | +176.0% |
| 5Y | +145.0% | -34.0% | +179.0% | +163.8% |
| 10Y | +266.0% | +147.9% | +118.1% | +129.1% |
| All | +237.6% | +238.0% | -0.4% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling