+1,184.4%
STX vs STT
+207.1%
+977.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | +1.4% | +3.9% | -2.5% | -0.7% |
| 3M | -8.2% | +20.0% | -28.2% | -16.8% |
| 6M | +127.0% | +55.3% | +71.7% | +79.6% |
| YTD | +209.1% | +53.3% | +155.8% | +145.5% |
| 1Y | +365.4% | +74.7% | +290.7% | +245.1% |
| All | +1,184.4% | +207.1% | +977.2% | +653.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling