+7,325.6%
STT vs GEN
+8,838.9%
-1,513.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.6% |
| 7D | +0.5% | -1.2% | +1.7% | +0.7% |
| 30D | +3.9% | +10.1% | -6.3% | +2.0% |
| 3M | +20.0% | +16.1% | +3.9% | +16.4% |
| 6M | +55.3% | +38.9% | +16.5% | +45.2% |
| YTD | +53.3% | +14.4% | +38.9% | +48.3% |
| 1Y | +74.7% | +5.9% | +68.8% | +71.3% |
| 3Y | +205.8% | +58.8% | +147.0% | +177.2% |
| 5Y | +145.0% | +24.7% | +120.3% | +129.7% |
| 10Y | +266.0% | +163.1% | +102.9% | +190.4% |
| All | +7,325.6% | +8,838.9% | -1,513.2% | +2,638.9% |
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