+264.3%
STT vs USFR
+28.1%
+236.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -0.4% | +0.1% | -0.6% | -0.6% |
| 30D | +1.7% | +0.4% | +1.4% | +1.3% |
| 3M | +17.9% | +1.0% | +16.9% | +16.4% |
| 6M | +55.3% | +2.0% | +53.3% | +51.6% |
| YTD | +52.7% | +2.8% | +49.9% | +47.5% |
| 1Y | +75.7% | +4.1% | +71.6% | +66.8% |
| 3Y | +197.9% | +14.1% | +183.8% | +152.3% |
| 5Y | +158.8% | +20.6% | +138.2% | +103.6% |
| All | +264.3% | +28.1% | +236.2% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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