+318.7%
STT vs UUUU
-96.4%
+415.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +4.8% | -1.1% | +5.8% | +4.8% |
| 30D | +3.9% | -21.0% | +24.9% | +6.2% |
| 3M | -8.2% | -54.8% | +46.6% | -1.2% |
| 6M | +15.6% | -67.3% | +83.0% | +27.4% |
| YTD | +37.6% | -54.7% | +92.3% | +44.4% |
| 1Y | +50.1% | -57.4% | +107.6% | +57.9% |
| 3Y | +183.1% | -19.6% | +202.7% | +166.5% |
| 5Y | +104.8% | -40.0% | +144.9% | +92.0% |
| 10Y | +201.9% | +364.1% | -162.2% | +111.4% |
| All | +318.7% | -96.4% | +415.1% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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