+360.8%
STT vs UUUU
-91.9%
+452.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | +2.2% | +2.8% | -0.6% | +1.9% |
| 30D | +3.9% | +3.4% | +0.5% | +3.4% |
| 3M | +19.2% | -3.9% | +23.1% | +19.0% |
| 6M | +60.4% | -23.2% | +83.6% | +62.3% |
| YTD | +51.5% | +0.6% | +50.9% | +47.5% |
| 1Y | +76.3% | +22.9% | +53.4% | +65.8% |
| 3Y | +200.7% | +98.6% | +102.1% | +159.3% |
| 5Y | +157.5% | +130.2% | +27.2% | +111.2% |
| 10Y | +262.0% | +519.5% | -257.5% | +144.2% |
| All | +360.8% | -91.9% | +452.7% | +188.5% |
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