+171.0%
W vs STT
+182.6%
-11.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | +0.2% | +4.8% | -4.6% | -5.1% |
| 30D | +6.8% | +3.9% | +2.9% | +2.6% |
| 3M | +10.7% | -8.2% | +18.8% | +21.5% |
| 6M | +86.3% | +15.6% | +70.7% | +53.3% |
| YTD | +11.5% | +37.6% | -26.2% | -28.0% |
| 1Y | +5.1% | +50.1% | -45.0% | -40.0% |
| 3Y | +171.0% | +183.1% | -12.1% | -33.8% |
| All | +171.0% | +182.6% | -11.6% | -33.8% |
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