+26.4%
V vs STT
+44.2%
-17.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.2% | -2.5% | +4.7% | +2.7% |
| 30D | +13.6% | -5.0% | +18.5% | +14.5% |
| 3M | +14.3% | -10.5% | +24.8% | +16.1% |
| 6M | +33.1% | +10.0% | +23.1% | +30.6% |
| YTD | +21.2% | +30.7% | -9.4% | +12.4% |
| 1Y | +26.4% | +43.8% | -17.3% | +13.1% |
| All | +26.4% | +44.2% | -17.8% | +13.1% |
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