-26.3%
U vs STT
+235.9%
-262.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.4% |
| 7D | +24.4% | +1.1% | +23.2% | +22.7% |
| 30D | +7.4% | -1.9% | +9.3% | +8.6% |
| 3M | +16.8% | -7.6% | +24.4% | +22.8% |
| 6M | +78.8% | +16.0% | +62.8% | +58.9% |
| YTD | +14.0% | +36.2% | -22.2% | -9.9% |
| 1Y | +16.7% | +46.8% | -30.1% | -12.5% |
| 3Y | +86.4% | +177.8% | -91.4% | -7.6% |
| 5Y | -71.5% | +105.8% | -177.3% | -85.2% |
| All | -26.3% | +235.9% | -262.2% | -56.9% |
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