-27.4%
U vs STT
+240.8%
-268.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.4% |
| 7D | +16.9% | +0.4% | +16.5% | +15.8% |
| 30D | +6.4% | -0.4% | +6.8% | +6.4% |
| 3M | +13.2% | -6.5% | +19.7% | +18.0% |
| 6M | +84.8% | +17.2% | +67.6% | +63.1% |
| YTD | +12.4% | +38.2% | -25.8% | -12.1% |
| 1Y | +19.8% | +49.3% | -29.5% | -11.3% |
| 3Y | +83.8% | +181.9% | -98.1% | -9.8% |
| 5Y | -72.7% | +106.9% | -179.7% | -86.0% |
| All | -27.4% | +240.8% | -268.2% | -57.9% |
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