+1,907.8%
STX vs STT
+199.5%
+1,708.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -17.3% | +1.1% | -18.4% | -17.4% |
| 30D | -35.9% | -1.9% | -34.0% | -35.0% |
| 3M | -37.3% | -7.6% | -29.7% | -34.8% |
| 6M | -35.8% | +16.0% | -51.8% | -39.6% |
| YTD | +82.7% | +36.2% | +46.6% | +60.0% |
| 1Y | +71.6% | +46.8% | +24.8% | +45.5% |
| 3Y | +635.3% | +177.8% | +457.5% | +366.9% |
| 5Y | +483.8% | +105.8% | +377.9% | +307.2% |
| All | +1,907.8% | +199.5% | +1,708.3% | +1,128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling