+61.4%
T vs STT
+203.9%
-142.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | -1.0% | -0.4% | -0.6% | -1.1% |
| 3M | -8.1% | -6.5% | -1.6% | -6.7% |
| 6M | -8.3% | +17.2% | -25.4% | -12.6% |
| YTD | -6.1% | +38.2% | -44.3% | -15.1% |
| 1Y | -7.4% | +49.3% | -56.7% | -18.2% |
| 3Y | +65.4% | +181.9% | -116.5% | +18.6% |
| 5Y | +57.6% | +106.9% | -49.3% | +20.4% |
| 10Y | +61.4% | +203.1% | -141.8% | +5.7% |
| All | +61.4% | +203.9% | -142.6% | +5.7% |
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