+7,325.6%
STT vs GAP
+2,258.2%
+5,067.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.5% | -4.5% | +5.0% | +1.8% |
| 30D | +3.9% | +9.0% | -5.2% | +0.8% |
| 3M | +20.0% | +5.0% | +15.0% | +17.2% |
| 6M | +55.3% | -17.8% | +73.1% | +61.2% |
| YTD | +53.3% | -10.4% | +63.7% | +54.7% |
| 1Y | +74.7% | -3.4% | +78.1% | +71.2% |
| 3Y | +205.8% | +111.5% | +94.4% | +113.3% |
| 5Y | +145.0% | +8.8% | +136.2% | +94.7% |
| 10Y | +266.0% | +32.9% | +233.1% | +130.1% |
| All | +7,325.6% | +2,258.2% | +5,067.4% | +1,390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling