+266.4%
STT vs GAP
+28.3%
+238.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.2% |
| 7D | +1.0% | -3.2% | +4.1% | +1.8% |
| 30D | +2.8% | -0.7% | +3.5% | +2.6% |
| 3M | +18.1% | -0.5% | +18.6% | +17.3% |
| 6M | +59.2% | -5.0% | +64.2% | +58.9% |
| YTD | +51.5% | -14.7% | +66.1% | +54.7% |
| 1Y | +75.7% | -8.6% | +84.3% | +75.2% |
| 3Y | +200.8% | +108.4% | +92.4% | +115.9% |
| 5Y | +155.8% | +5.8% | +150.0% | +108.9% |
| 10Y | +266.4% | +29.6% | +236.7% | +135.9% |
| All | +266.4% | +28.3% | +238.1% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling