+314.0%
STT vs USFR
+27.5%
+286.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +3.9% | +0.3% | +3.6% | +3.7% |
| 3M | +20.0% | +1.0% | +19.0% | +19.2% |
| 6M | +55.3% | +1.9% | +53.4% | +53.4% |
| YTD | +53.3% | +2.6% | +50.7% | +50.8% |
| 1Y | +74.7% | +4.0% | +70.7% | +70.3% |
| 3Y | +205.8% | +14.1% | +191.7% | +181.1% |
| 5Y | +145.0% | +20.4% | +124.6% | +117.5% |
| 10Y | +266.0% | +28.0% | +238.0% | +213.8% |
| All | +314.0% | +27.5% | +286.4% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling