+52.0%
STT vs GNRC
+17.5%
+34.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.5% | +11.7% | +3.2% |
| 7D | -0.1% | -6.0% | +5.9% | +0.5% |
| 30D | -1.7% | -12.0% | +10.3% | -0.5% |
| 3M | -6.4% | -13.4% | +7.0% | -5.2% |
| 6M | +17.7% | -26.4% | +44.0% | +20.4% |
| YTD | +36.9% | +38.8% | -1.9% | +21.9% |
| 1Y | +52.0% | +20.9% | +31.1% | +40.0% |
| All | +52.0% | +17.5% | +34.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling