+154.5%
STT vs GEN
+24.6%
+129.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.8% |
| 7D | +0.5% | -1.2% | +1.7% | +0.8% |
| 30D | +3.9% | +10.1% | -6.3% | +0.6% |
| 3M | +20.0% | +16.1% | +3.9% | +13.8% |
| 6M | +55.3% | +38.9% | +16.5% | +37.4% |
| YTD | +53.3% | +14.4% | +38.9% | +45.4% |
| 1Y | +74.7% | +5.9% | +68.8% | +70.3% |
| 3Y | +205.8% | +58.8% | +147.0% | +152.6% |
| All | +154.5% | +24.6% | +129.9% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling