+199.8%
TER vs STT
+75.3%
+124.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.3% |
| 7D | +0.6% | +0.5% | +0.1% | +0.1% |
| 30D | -8.3% | +3.9% | -12.2% | -11.5% |
| 3M | -12.2% | +20.0% | -32.2% | -26.7% |
| 6M | +17.0% | +55.3% | -38.3% | -22.8% |
| YTD | +84.6% | +53.3% | +31.3% | +21.7% |
| 1Y | +199.8% | +74.7% | +125.1% | +87.1% |
| All | +199.8% | +75.3% | +124.5% | +87.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling