+53.4%
T vs STT
+100.0%
-46.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +1.0% | -2.5% | +3.5% | +1.5% |
| 30D | -10.6% | -5.0% | -5.7% | -9.9% |
| 3M | -7.7% | -10.5% | +2.7% | -6.0% |
| 6M | -13.3% | +10.0% | -23.3% | -15.2% |
| YTD | -8.8% | +30.7% | -39.5% | -14.1% |
| 1Y | -8.4% | +43.8% | -52.2% | -15.7% |
| 3Y | +59.6% | +168.1% | -108.4% | +24.6% |
| All | +53.4% | +100.0% | -46.6% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling