+232.1%
W vs STT
+204.5%
+27.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -3.6% | -2.5% | -1.1% | -1.4% |
| 30D | +7.0% | -5.0% | +11.9% | +11.5% |
| 3M | +7.4% | -10.5% | +17.8% | +16.6% |
| 6M | +69.3% | +10.0% | +59.3% | +56.8% |
| YTD | +11.3% | +30.7% | -19.4% | -10.1% |
| 1Y | +13.2% | +43.8% | -30.6% | -15.1% |
| 3Y | +142.0% | +168.1% | -26.1% | +20.5% |
| 5Y | -54.6% | +101.4% | -156.0% | -72.6% |
| All | +232.1% | +204.5% | +27.5% | +33.3% |
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