+156.0%
STT vs GNRC
-60.2%
+216.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | -1.4% | -0.7% | -0.6% | -1.2% |
| 30D | +2.2% | -15.8% | +18.0% | +5.8% |
| 3M | +18.8% | -24.0% | +42.8% | +24.6% |
| 6M | +57.9% | -13.8% | +71.7% | +59.4% |
| YTD | +51.0% | +33.2% | +17.8% | +37.1% |
| 1Y | +77.1% | -1.8% | +79.0% | +71.4% |
| 3Y | +199.8% | +57.7% | +142.1% | +152.8% |
| 5Y | +156.0% | -59.7% | +215.7% | +171.8% |
| All | +156.0% | -60.2% | +216.1% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling