+599.6%
XYZ vs STT
+267.1%
+332.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | -1.7% | +3.9% | -5.6% | -4.1% |
| 3M | +16.7% | +20.0% | -3.2% | +3.1% |
| 6M | +26.9% | +55.3% | -28.5% | -5.4% |
| YTD | +27.1% | +53.3% | -26.2% | -4.7% |
| 1Y | +9.3% | +74.7% | -65.4% | -24.8% |
| 3Y | +42.3% | +205.8% | -163.6% | -30.5% |
| 5Y | -69.3% | +145.0% | -214.3% | -83.0% |
| All | +599.6% | +267.1% | +332.5% | +206.3% |
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