-56.8%
W vs STT
+105.9%
-162.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.3% |
| 7D | -1.7% | +5.1% | -6.8% | -7.0% |
| 30D | +3.2% | -0.2% | +3.5% | +3.9% |
| 3M | +8.3% | -8.1% | +16.4% | +18.5% |
| 6M | +84.3% | +16.6% | +67.7% | +53.0% |
| YTD | +11.0% | +37.8% | -26.8% | -25.0% |
| 1Y | -0.2% | +46.8% | -47.0% | -37.6% |
| 3Y | +157.9% | +181.2% | -23.2% | -20.0% |
| 5Y | -56.8% | +105.1% | -161.9% | -84.3% |
| All | -56.8% | +105.9% | -162.7% | -84.3% |
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 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