+71.7%
TER vs STT
+104.1%
-32.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | +14.4% | +4.8% | +9.6% | +10.9% |
| 30D | -30.6% | +3.9% | -34.5% | -31.9% |
| 3M | -39.2% | -8.2% | -31.0% | -34.9% |
| 6M | -31.3% | +15.6% | -46.9% | -37.2% |
| YTD | +29.1% | +37.6% | -8.6% | +5.5% |
| 1Y | +47.4% | +50.1% | -2.7% | +14.1% |
| 3Y | +191.2% | +183.1% | +8.2% | +50.5% |
| All | +71.7% | +104.1% | -32.5% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling