+8,630.0%
TER vs STT
+6,268.9%
+2,361.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.5% | -2.5% | -18.0% | -19.4% |
| 30D | -47.0% | -5.0% | -42.1% | -45.6% |
| 3M | -43.3% | -10.5% | -32.8% | -40.0% |
| 6M | -42.9% | +10.0% | -52.9% | -45.0% |
| YTD | +12.9% | +30.7% | -17.8% | +1.1% |
| 1Y | +18.2% | +43.8% | -25.6% | +1.5% |
| 3Y | +151.8% | +168.1% | -16.3% | +63.5% |
| 5Y | +54.2% | +101.4% | -47.2% | +11.7% |
| 10Y | +908.2% | +211.3% | +696.9% | +468.1% |
| All | +8,630.0% | +6,268.9% | +2,361.1% | +1,040.5% |
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 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