+20.7%
XYZ vs STT
+53.6%
-32.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.2% | +13.1% | +14.2% |
| 7D | +16.5% | -0.1% | +16.6% | +16.6% |
| 30D | +15.0% | -1.7% | +16.6% | +15.9% |
| 3M | +3.5% | -6.4% | +9.9% | +6.8% |
| 6M | +21.9% | +17.7% | +4.2% | +9.6% |
| YTD | +34.6% | +36.9% | -2.2% | +6.6% |
| 1Y | +20.7% | +52.0% | -31.3% | -15.4% |
| All | +20.7% | +53.6% | -32.8% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling