+272.1%
STT vs USFR
+28.6%
+243.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.1% | +0.1% | +5.1% | +5.1% |
| 30D | -0.2% | +0.4% | -0.6% | -0.5% |
| 3M | -8.1% | +1.0% | -9.2% | -8.8% |
| 6M | +16.6% | +2.0% | +14.6% | +15.1% |
| YTD | +37.8% | +3.4% | +34.4% | +34.8% |
| 1Y | +46.8% | +4.1% | +42.7% | +43.1% |
| 3Y | +181.2% | +14.4% | +166.8% | +157.9% |
| 5Y | +105.1% | +21.4% | +83.7% | +81.1% |
| 10Y | +202.3% | +28.5% | +173.8% | +158.3% |
| All | +272.1% | +28.6% | +243.5% | +214.5% |
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