-6.5%
U vs STT
+76.7%
-83.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | +1.0% | +3.4% | +3.6% |
| 30D | -1.3% | +2.8% | -4.1% | -3.4% |
| 3M | +49.6% | +18.1% | +31.4% | +29.4% |
| 6M | +100.2% | +59.2% | +41.0% | +28.8% |
| YTD | -3.7% | +51.5% | -55.2% | -33.7% |
| 1Y | -6.5% | +75.7% | -82.2% | -45.1% |
| All | -6.5% | +76.7% | -83.2% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling