+6,228.6%
STT vs GEN
+8,588.0%
-2,359.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.7% |
| 7D | -2.5% | +2.3% | -4.7% | -2.9% |
| 30D | -5.0% | +33.1% | -38.0% | -9.9% |
| 3M | -10.5% | +6.5% | -17.0% | -12.1% |
| 6M | +10.0% | +53.8% | -43.8% | +0.6% |
| YTD | +30.7% | +11.2% | +19.5% | +26.2% |
| 1Y | +43.8% | +19.4% | +24.4% | +37.0% |
| 3Y | +168.1% | +81.0% | +87.0% | +135.9% |
| 5Y | +101.4% | +33.4% | +68.0% | +85.4% |
| 10Y | +211.3% | +164.3% | +47.0% | +145.4% |
| All | +6,228.6% | +8,588.0% | -2,359.5% | +2,230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling