+99.1%
V vs STT
+100.0%
-0.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.2% | -2.5% | +4.7% | +3.1% |
| 30D | +13.6% | -5.0% | +18.5% | +15.5% |
| 3M | +14.3% | -10.5% | +24.8% | +18.4% |
| 6M | +33.1% | +10.0% | +23.1% | +28.1% |
| YTD | +21.2% | +30.7% | -9.4% | +9.2% |
| 1Y | +26.4% | +43.8% | -17.3% | +9.9% |
| 3Y | +77.6% | +168.1% | -90.5% | +21.6% |
| All | +99.1% | +100.0% | -0.9% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling