+1,001.8%
TER vs STT
+211.9%
+790.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.2% | +9.5% | +10.8% |
| 7D | -5.8% | +0.9% | -6.7% | -5.8% |
| 30D | -38.9% | -2.3% | -36.6% | -37.7% |
| 3M | -35.1% | -7.0% | -28.1% | -31.8% |
| 6M | -31.6% | +15.5% | -47.1% | -36.5% |
| YTD | +27.2% | +35.6% | -8.4% | +8.5% |
| 1Y | +35.2% | +47.9% | -12.6% | +10.0% |
| 3Y | +192.8% | +181.1% | +11.7% | +67.5% |
| 5Y | +72.4% | +108.2% | -35.8% | +11.9% |
| 10Y | +1,001.8% | +201.0% | +800.9% | +491.1% |
| All | +1,001.8% | +211.9% | +790.0% | +491.1% |
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 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