+210.2%
TER vs STT
+183.8%
+26.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.0% |
| 7D | +5.9% | +0.4% | +5.5% | +6.3% |
| 30D | -30.8% | -0.4% | -30.3% | -29.9% |
| 3M | -29.9% | -6.5% | -23.5% | -25.1% |
| 6M | -27.5% | +17.2% | -44.6% | -35.8% |
| YTD | +37.5% | +38.2% | -0.7% | +7.1% |
| 1Y | +50.3% | +49.3% | +1.0% | +10.7% |
| All | +210.2% | +183.8% | +26.4% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling