+6,593.0%
STT vs GAP
+2,180.4%
+4,412.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.1% |
| 7D | +0.4% | -9.3% | +9.8% | +3.3% |
| 30D | -0.4% | -5.5% | +5.1% | +1.0% |
| 3M | -6.5% | +3.5% | -10.0% | -8.2% |
| 6M | +17.2% | +0.7% | +16.5% | +14.7% |
| YTD | +38.2% | -13.4% | +51.6% | +40.2% |
| 1Y | +49.3% | -7.7% | +56.9% | +48.2% |
| 3Y | +181.9% | +74.4% | +107.5% | +109.0% |
| 5Y | +106.9% | +5.3% | +101.6% | +66.0% |
| 10Y | +203.1% | +4.7% | +198.5% | +105.7% |
| All | +6,593.0% | +2,180.4% | +4,412.6% | +1,250.7% |
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