+620.7%
GEV vs STT
+173.6%
+447.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +3.3% | +0.5% | +2.8% | +3.0% |
| 30D | -7.5% | +3.9% | -11.3% | -9.7% |
| 3M | -2.2% | +20.0% | -22.1% | -13.3% |
| 6M | +12.1% | +55.3% | -43.2% | -16.5% |
| YTD | +44.4% | +53.3% | -8.9% | +7.2% |
| 1Y | +57.7% | +74.7% | -17.0% | +6.4% |
| All | +620.7% | +173.6% | +447.1% | +237.7% |
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