+68.4%
T vs STT
+262.1%
-193.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | +4.6% | +2.8% | +1.8% | +3.7% |
| 3M | +12.2% | +18.1% | -5.9% | +7.1% |
| 6M | -6.5% | +59.2% | -65.7% | -18.2% |
| YTD | +4.9% | +51.5% | -46.6% | -7.3% |
| 1Y | -10.5% | +75.7% | -86.1% | -24.4% |
| 3Y | +104.6% | +200.8% | -96.2% | +44.6% |
| 5Y | +64.2% | +155.8% | -91.6% | +17.8% |
| 10Y | +68.4% | +266.4% | -197.9% | +3.3% |
| All | +68.4% | +262.1% | -193.6% | +3.3% |
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