+529.0%
STT vs GNRC
+2,120.5%
-1,591.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.6% |
| 7D | +2.2% | +4.8% | -2.7% | +0.9% |
| 30D | +3.9% | -10.4% | +14.3% | +6.7% |
| 3M | +19.2% | -28.5% | +47.6% | +28.6% |
| 6M | +60.4% | -6.8% | +67.1% | +59.2% |
| YTD | +51.5% | +39.5% | +12.0% | +33.3% |
| 1Y | +76.3% | +3.4% | +72.9% | +67.2% |
| 3Y | +200.7% | +65.1% | +135.6% | +141.3% |
| 5Y | +157.5% | -57.1% | +214.5% | +180.5% |
| 10Y | +262.0% | +432.5% | -170.5% | +72.6% |
| All | +529.0% | +2,120.5% | -1,591.6% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling