+67.7%
T vs STT
+145.1%
-77.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.3% | +0.5% | -1.7% | -1.4% |
| 30D | +11.4% | +3.9% | +7.5% | +10.5% |
| 3M | +14.3% | +20.0% | -5.7% | +10.3% |
| 6M | -9.3% | +55.3% | -64.6% | -17.0% |
| YTD | +7.1% | +53.3% | -46.2% | -2.1% |
| 1Y | -9.1% | +74.7% | -83.8% | -19.4% |
| 3Y | +105.3% | +205.8% | -100.5% | +56.6% |
| All | +67.7% | +145.1% | -77.4% | +27.0% |
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