-24.7%
U vs STT
+222.3%
-247.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +36.6% | -2.5% | +39.1% | +38.3% |
| 30D | +13.3% | -5.0% | +18.3% | +17.2% |
| 3M | +26.2% | -10.5% | +36.6% | +35.7% |
| 6M | +88.7% | +10.0% | +78.7% | +74.3% |
| YTD | +16.6% | +30.7% | -14.1% | -5.1% |
| 1Y | +29.0% | +43.8% | -14.8% | -1.9% |
| 3Y | +99.5% | +168.1% | -68.6% | +1.5% |
| 5Y | -66.1% | +101.4% | -167.5% | -81.9% |
| All | -24.7% | +222.3% | -247.0% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling