+194.7%
STT vs GWRE
+49.2%
+145.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.4% | -30.9% | +29.6% | +0.9% |
| 30D | +2.2% | -20.7% | +22.9% | +3.4% |
| 3M | +18.8% | +20.2% | -1.3% | +15.7% |
| 6M | +57.9% | -11.9% | +69.8% | +58.3% |
| YTD | +51.0% | -30.3% | +81.3% | +55.7% |
| 1Y | +77.1% | -44.6% | +121.8% | +89.1% |
| All | +194.7% | +49.2% | +145.5% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling