+596.5%
STT vs GWRE
+749.2%
-152.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +1.2% |
| 7D | +1.0% | -26.2% | +27.2% | +7.6% |
| 30D | +2.8% | -17.8% | +20.5% | +6.5% |
| 3M | +18.1% | +14.2% | +3.9% | +11.3% |
| 6M | +59.2% | -12.9% | +72.1% | +58.1% |
| YTD | +51.5% | -29.2% | +80.7% | +57.9% |
| 1Y | +75.7% | -44.4% | +120.1% | +95.6% |
| 3Y | +200.8% | +51.1% | +149.7% | +138.6% |
| 5Y | +155.8% | +16.5% | +139.3% | +112.6% |
| 10Y | +266.4% | +131.6% | +134.8% | +145.1% |
| All | +596.5% | +749.2% | -152.7% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling