+584.9%
XYZ vs STT
+198.3%
+386.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -1.1% | +4.8% | -5.8% | -4.0% |
| 30D | +11.5% | +3.9% | +7.6% | +8.9% |
| 3M | +1.8% | -8.2% | +9.9% | +7.5% |
| 6M | +21.2% | +15.6% | +5.6% | +9.5% |
| YTD | +29.9% | +37.6% | -7.7% | +4.3% |
| 1Y | +35.8% | +50.1% | -14.4% | +2.9% |
| 3Y | +62.6% | +183.1% | -120.5% | -16.9% |
| 5Y | -62.8% | +104.8% | -167.6% | -77.3% |
| All | +584.9% | +198.3% | +386.6% | +236.8% |
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 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