+627.7%
GEV vs STT
+170.3%
+457.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +3.2% | +1.0% | +2.2% | +2.5% |
| 30D | -4.0% | +2.8% | -6.8% | -5.8% |
| 3M | +3.4% | +18.1% | -14.7% | -7.4% |
| 6M | +14.7% | +59.2% | -44.5% | -16.0% |
| YTD | +45.8% | +51.5% | -5.7% | +9.0% |
| 1Y | +57.4% | +75.7% | -18.3% | +5.6% |
| All | +627.7% | +170.3% | +457.4% | +243.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling