+543.0%
XYZ vs STT
+207.5%
+335.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -1.1% |
| 7D | +9.2% | -4.9% | +14.1% | +12.9% |
| 30D | +9.8% | -6.0% | +15.8% | +14.2% |
| 3M | -0.2% | -11.7% | +11.5% | +7.9% |
| 6M | +18.0% | +11.7% | +6.3% | +9.2% |
| YTD | +29.1% | +30.4% | -1.3% | +8.0% |
| 1Y | +14.1% | +43.9% | -29.8% | -10.4% |
| 3Y | +72.6% | +165.4% | -92.8% | -6.2% |
| 5Y | -64.6% | +101.0% | -165.6% | -77.5% |
| 10Y | +590.0% | +210.7% | +379.3% | +227.2% |
| All | +543.0% | +207.5% | +335.5% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling