-37.5%
U vs STT
+273.5%
-311.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.5% |
| 7D | +4.5% | +2.2% | +2.3% | +2.9% |
| 30D | -0.6% | +3.9% | -4.5% | -3.4% |
| 3M | +48.4% | +19.2% | +29.3% | +29.9% |
| 6M | +115.4% | +60.4% | +55.0% | +51.2% |
| YTD | -3.2% | +51.5% | -54.7% | -28.8% |
| 1Y | -6.0% | +76.3% | -82.3% | -37.8% |
| 3Y | +13.5% | +200.7% | -187.3% | -46.7% |
| 5Y | -68.0% | +157.5% | -225.5% | -84.4% |
| All | -37.5% | +273.5% | -311.0% | -65.9% |
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