+83.9%
TER vs STT
+105.9%
-22.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +24.0% | +5.1% | +18.9% | +19.9% |
| 30D | -30.6% | -0.2% | -30.4% | -30.0% |
| 3M | -34.5% | -8.1% | -26.3% | -29.9% |
| 6M | -26.4% | +16.6% | -43.0% | -33.2% |
| YTD | +36.4% | +37.8% | -1.4% | +11.4% |
| 1Y | +47.4% | +46.8% | +0.6% | +15.7% |
| 3Y | +202.6% | +181.2% | +21.4% | +56.9% |
| 5Y | +83.9% | +105.1% | -21.2% | +8.5% |
| All | +83.9% | +105.9% | -22.0% | +8.5% |
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