+145.6%
W vs STT
+267.1%
-121.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -4.2% | +0.5% | -4.7% | -4.4% |
| 30D | -7.6% | +3.9% | -11.4% | -10.4% |
| 3M | +37.2% | +20.0% | +17.2% | +18.6% |
| 6M | +26.3% | +55.3% | -29.0% | -10.6% |
| YTD | -1.0% | +53.3% | -54.3% | -29.3% |
| 1Y | +20.1% | +74.7% | -54.6% | -22.3% |
| 3Y | +37.8% | +205.8% | -168.0% | -38.0% |
| 5Y | -63.7% | +145.0% | -208.7% | -80.9% |
| All | +145.6% | +267.1% | -121.5% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling