+1,337.5%
STX vs GWRE
+49.2%
+1,288.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.7% |
| 7D | +8.0% | -30.9% | +38.9% | +6.6% |
| 30D | +5.1% | -20.7% | +25.8% | +4.0% |
| 3M | +5.8% | +20.2% | -14.4% | +2.5% |
| 6M | +124.9% | -11.9% | +136.8% | +126.9% |
| YTD | +213.9% | -30.3% | +244.2% | +233.3% |
| 1Y | +350.4% | -44.6% | +395.0% | +403.2% |
| All | +1,337.5% | +49.2% | +1,288.3% | +1,046.4% |
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