+634.6%
XYZ vs STT
+198.3%
+436.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | +12.6% | +1.1% | +11.5% | +12.0% |
| 30D | +10.8% | -1.9% | +12.7% | +12.3% |
| 3M | +8.4% | -7.6% | +15.9% | +14.0% |
| 6M | +14.3% | +16.0% | -1.7% | +3.1% |
| YTD | +31.5% | +36.2% | -4.7% | +6.3% |
| 1Y | +28.1% | +46.8% | -18.7% | -1.4% |
| 3Y | +66.2% | +177.8% | -111.6% | -14.1% |
| 5Y | -62.3% | +105.8% | -168.2% | -77.0% |
| 10Y | +634.6% | +197.6% | +437.0% | +258.9% |
| All | +634.6% | +198.3% | +436.3% | +258.9% |
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