+77.9%
V vs STT
+183.8%
-105.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -2.3% | +0.4% | -2.8% | -2.5% |
| 30D | +9.5% | -0.4% | +10.0% | +9.6% |
| 3M | +17.5% | -6.5% | +24.0% | +19.7% |
| 6M | +32.2% | +17.2% | +15.0% | +25.0% |
| YTD | +22.3% | +38.2% | -15.9% | +8.6% |
| 1Y | +26.8% | +49.3% | -22.5% | +9.4% |
| All | +77.9% | +183.8% | -105.9% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling