+264.3%
STT vs GWRE
+131.0%
+133.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.4% | -13.2% | +12.8% | +2.9% |
| 30D | +1.7% | -18.6% | +20.3% | +5.6% |
| 3M | +17.9% | +18.9% | -1.0% | +9.6% |
| 6M | +55.3% | -11.0% | +66.2% | +53.2% |
| YTD | +52.7% | -29.9% | +82.6% | +60.4% |
| 1Y | +75.7% | -44.3% | +120.0% | +97.8% |
| 3Y | +197.9% | +51.7% | +146.2% | +125.9% |
| 5Y | +158.8% | +15.4% | +143.3% | +108.7% |
| All | +264.3% | +131.0% | +133.3% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling