-22.7%
U vs STT
+239.4%
-262.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | +2.6% | +4.8% | -2.2% | -0.8% |
| 30D | +27.6% | +3.9% | +23.6% | +23.4% |
| 3M | +15.3% | -8.2% | +23.5% | +21.8% |
| 6M | +96.4% | +15.6% | +80.8% | +75.0% |
| YTD | +19.6% | +37.6% | -18.1% | -6.2% |
| 1Y | +42.1% | +50.1% | -8.0% | +4.8% |
| 3Y | +87.5% | +183.1% | -95.5% | -8.2% |
| 5Y | -73.1% | +104.8% | -178.0% | -86.2% |
| All | -22.7% | +239.4% | -262.2% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling