+14,183.4%
TER vs STT
+7,372.9%
+6,810.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 3M | -12.2% | +20.0% | -32.2% | -19.2% |
| 6M | +17.1% | +55.3% | -38.2% | -3.6% |
| YTD | +84.7% | +53.3% | +31.3% | +53.0% |
| 1Y | +199.9% | +74.7% | +125.2% | +134.3% |
| 3Y | +232.8% | +205.8% | +26.9% | +102.1% |
| 5Y | +198.6% | +145.0% | +53.6% | +96.6% |
| 10Y | +1,669.7% | +266.0% | +1,403.7% | +821.6% |
| All | +14,183.4% | +7,372.9% | +6,810.5% | +1,626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling