+200.7%
STT vs GAP
+113.8%
+87.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.9% |
| 30D | +3.9% | +9.3% | -5.4% | +2.2% |
| 3M | +19.2% | +6.1% | +13.1% | +17.6% |
| 6M | +60.4% | -2.3% | +62.7% | +59.7% |
| YTD | +51.5% | -10.6% | +62.1% | +52.8% |
| 1Y | +76.3% | -4.4% | +80.7% | +75.3% |
| 3Y | +200.7% | +118.3% | +82.4% | +160.4% |
| All | +200.7% | +113.8% | +87.0% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling