+2,071.0%
STX vs STT
+211.9%
+1,859.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +8.3% |
| 7D | -14.8% | +0.9% | -15.7% | -14.8% |
| 30D | -35.4% | -2.3% | -33.0% | -34.3% |
| 3M | -37.7% | -7.0% | -30.7% | -35.3% |
| 6M | -35.2% | +15.5% | -50.7% | -38.9% |
| YTD | +84.4% | +35.6% | +48.8% | +61.7% |
| 1Y | +82.3% | +47.9% | +34.4% | +54.1% |
| 3Y | +646.2% | +181.1% | +465.1% | +371.3% |
| 5Y | +487.4% | +108.2% | +379.2% | +307.8% |
| 10Y | +2,071.0% | +201.0% | +1,870.0% | +1,226.2% |
| All | +2,071.0% | +211.9% | +1,859.2% | +1,226.2% |
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