+1,671.4%
TER vs STT
+269.9%
+1,401.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -8.3% | +3.9% | -12.1% | -10.2% |
| 3M | -12.2% | +20.0% | -32.2% | -20.9% |
| 6M | +17.1% | +55.3% | -38.2% | -8.3% |
| YTD | +84.7% | +53.3% | +31.3% | +45.6% |
| 1Y | +199.9% | +74.7% | +125.2% | +119.9% |
| 3Y | +232.8% | +205.8% | +26.9% | +79.4% |
| 5Y | +198.6% | +145.0% | +53.6% | +75.3% |
| All | +1,671.4% | +269.9% | +1,401.5% | +695.1% |
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