+62.5%
T vs STT
+198.3%
-135.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | +4.8% | -2.2% | +1.3% |
| 30D | -3.8% | +3.9% | -7.7% | -4.9% |
| 3M | -8.7% | -8.2% | -0.6% | -6.8% |
| 6M | -8.1% | +15.6% | -23.7% | -12.1% |
| YTD | -6.4% | +37.6% | -44.1% | -15.4% |
| 1Y | -9.8% | +50.1% | -59.9% | -20.5% |
| 3Y | +65.5% | +183.1% | -117.6% | +18.4% |
| 5Y | +57.0% | +104.8% | -47.9% | +20.1% |
| All | +62.5% | +198.3% | -135.8% | +5.4% |
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 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