+214.3%
STT vs CRBG
+117.3%
+97.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.4% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | +1.7% | +2.6% | -0.9% | +0.4% |
| 3M | +17.9% | +24.0% | -6.1% | +6.2% |
| 6M | +55.3% | +50.5% | +4.8% | +26.4% |
| YTD | +52.7% | +17.1% | +35.5% | +39.8% |
| 1Y | +75.7% | +5.9% | +69.8% | +68.4% |
| 3Y | +197.9% | +122.7% | +75.2% | +85.5% |
| All | +214.3% | +117.3% | +97.0% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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