+67.9%
STT vs WOLF
+60.4%
+7.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | +2.2% | +9.8% | -7.6% | +1.8% |
| 30D | +3.9% | -12.1% | +16.0% | +4.3% |
| 3M | +19.2% | -47.9% | +67.1% | +21.0% |
| 6M | +60.4% | +74.3% | -13.9% | +49.8% |
| YTD | +51.5% | +65.9% | -14.4% | +41.8% |
| All | +67.9% | +60.4% | +7.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling