+1,883.6%
STX vs STT
+204.5%
+1,679.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -28.5% | -2.5% | -26.0% | -27.5% |
| 30D | -42.9% | -5.0% | -38.0% | -41.3% |
| 3M | -45.9% | -10.5% | -35.4% | -42.9% |
| 6M | -41.3% | +10.0% | -51.3% | -43.5% |
| YTD | +67.9% | +30.7% | +37.3% | +49.7% |
| 1Y | +66.5% | +43.8% | +22.8% | +42.5% |
| 3Y | +588.0% | +168.1% | +419.9% | +343.8% |
| 5Y | +449.1% | +101.4% | +347.7% | +286.9% |
| All | +1,883.6% | +204.5% | +1,679.1% | +1,113.8% |
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