+638.0%
XYZ vs STT
+210.2%
+427.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +1.5% |
| 7D | +14.9% | +0.9% | +14.0% | +14.4% |
| 30D | +14.7% | -2.3% | +17.0% | +16.5% |
| 3M | +12.1% | -7.5% | +19.6% | +17.8% |
| 6M | +18.3% | +14.9% | +3.4% | +7.3% |
| YTD | +36.1% | +34.9% | +1.2% | +10.7% |
| 1Y | +35.3% | +47.1% | -11.8% | +4.0% |
| 3Y | +73.5% | +179.6% | -106.1% | -10.6% |
| 5Y | -61.6% | +107.1% | -168.7% | -76.6% |
| 10Y | +638.0% | +199.4% | +438.6% | +267.5% |
| All | +638.0% | +210.2% | +427.8% | +267.5% |
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