+73.2%
STX vs STT
+47.3%
+25.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +6.9% |
| 7D | -14.8% | +0.9% | -15.7% | -14.8% |
| 30D | -35.4% | -2.3% | -33.0% | -33.6% |
| 3M | -37.7% | -7.0% | -30.7% | -33.7% |
| 6M | -35.2% | +15.5% | -50.7% | -41.2% |
| YTD | +84.4% | +35.6% | +48.8% | +42.3% |
| All | +73.2% | +47.3% | +25.8% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling