+47.4%
TER vs STT
+46.7%
+0.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.2% |
| 7D | +14.4% | +4.8% | +9.6% | +8.5% |
| 30D | -30.6% | +3.9% | -34.5% | -32.9% |
| 3M | -39.2% | -8.2% | -31.0% | -32.5% |
| 6M | -31.3% | +15.6% | -46.9% | -41.5% |
| YTD | +29.1% | +37.6% | -8.6% | -11.9% |
| 1Y | +47.4% | +50.1% | -2.7% | -10.4% |
| All | +47.4% | +46.7% | +0.7% | -10.4% |
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