+198.3%
W vs STT
+227.6%
-29.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.0% |
| 7D | +1.1% | +1.1% | 0.0% | +0.6% |
| 30D | +6.4% | -1.9% | +8.3% | +8.3% |
| 3M | +9.0% | -7.6% | +16.5% | +15.3% |
| 6M | +69.8% | +16.0% | +53.8% | +52.0% |
| YTD | +12.1% | +36.2% | -24.1% | -11.3% |
| 1Y | 0.0% | +46.8% | -46.8% | -25.1% |
| 3Y | +160.3% | +177.8% | -17.4% | +30.5% |
| 5Y | -53.3% | +105.8% | -159.1% | -71.4% |
| 10Y | +217.0% | +197.6% | +19.4% | +34.4% |
| All | +198.3% | +227.6% | -29.3% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling