+643.2%
GEV vs STT
+170.3%
+472.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.9% |
| 7D | +8.1% | +2.2% | +5.9% | +6.6% |
| 30D | -1.9% | +3.9% | -5.8% | -4.4% |
| 3M | +4.1% | +19.2% | -15.1% | -7.4% |
| 6M | +23.2% | +60.4% | -37.2% | -10.2% |
| YTD | +48.9% | +51.5% | -2.6% | +11.4% |
| 1Y | +62.2% | +76.3% | -14.1% | +8.6% |
| All | +643.2% | +170.3% | +472.9% | +250.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling