+103.1%
STT vs USFR
+21.4%
+81.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +3.9% | +0.4% | +3.6% | +4.3% |
| 3M | -8.2% | +1.1% | -9.2% | -7.2% |
| 6M | +15.6% | +2.0% | +13.6% | +18.0% |
| YTD | +37.6% | +3.5% | +34.2% | +41.9% |
| 1Y | +50.1% | +4.1% | +46.0% | +54.8% |
| 3Y | +183.1% | +14.4% | +168.7% | +222.1% |
| All | +103.1% | +21.4% | +81.7% | +173.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling