+147.8%
SW vs STT
+267.1%
-119.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | -4.6% | +3.9% | -8.4% | -5.5% |
| 3M | +9.4% | +20.0% | -10.6% | +4.5% |
| 6M | +3.5% | +55.3% | -51.8% | -7.1% |
| YTD | +22.0% | +53.3% | -31.3% | +9.7% |
| 1Y | +2.2% | +74.7% | -72.5% | -10.8% |
| 3Y | +19.6% | +205.8% | -186.2% | -6.7% |
| 5Y | -2.3% | +145.0% | -147.3% | -22.8% |
| All | +147.8% | +267.1% | -119.3% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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