+201.0%
STT vs GEN
+166.9%
+34.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -2.3% | +28.2% | -30.5% | -8.3% |
| 3M | -7.0% | +2.6% | -9.6% | -8.4% |
| 6M | +15.5% | +32.7% | -17.2% | +5.9% |
| YTD | +35.6% | +11.3% | +24.3% | +29.4% |
| 1Y | +47.9% | +17.9% | +29.9% | +38.9% |
| 3Y | +181.1% | +66.3% | +114.8% | +140.3% |
| 5Y | +108.2% | +31.7% | +76.5% | +84.9% |
| 10Y | +201.0% | +150.0% | +51.0% | +123.4% |
| All | +201.0% | +166.9% | +34.1% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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