+3,343.4%
STX vs GWRE
+131.0%
+3,212.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | -2.3% | -13.2% | +11.0% | +0.5% |
| 30D | -5.5% | -18.6% | +13.1% | -2.9% |
| 3M | -4.3% | +18.9% | -23.2% | -13.6% |
| 6M | +115.6% | -11.0% | +126.6% | +108.3% |
| YTD | +202.2% | -29.9% | +232.1% | +213.7% |
| 1Y | +325.3% | -44.3% | +369.6% | +376.5% |
| 3Y | +1,283.9% | +51.7% | +1,232.2% | +897.0% |
| 5Y | +1,048.3% | +15.4% | +1,032.9% | +783.5% |
| All | +3,343.4% | +131.0% | +3,212.4% | +1,807.1% |
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