+157.5%
STT vs GAP
+9.4%
+148.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | +3.9% | +9.3% | -5.4% | +1.7% |
| 3M | +19.2% | +6.1% | +13.1% | +17.0% |
| 6M | +60.4% | -2.3% | +62.7% | +59.3% |
| YTD | +51.5% | -10.6% | +62.1% | +52.9% |
| 1Y | +76.3% | -4.4% | +80.7% | +74.6% |
| 3Y | +200.7% | +118.3% | +82.4% | +125.9% |
| 5Y | +157.5% | +12.2% | +145.3% | +102.8% |
| All | +157.5% | +9.4% | +148.1% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling