+185.4%
SW vs STT
+203.9%
-18.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -0.3% |
| 7D | +4.7% | -4.9% | +9.6% | +6.0% |
| 30D | +5.0% | -6.0% | +11.0% | +6.6% |
| 3M | -7.3% | -11.7% | +4.3% | -4.5% |
| 6M | +15.0% | +11.7% | +3.3% | +11.6% |
| YTD | +18.5% | +30.4% | -11.9% | +10.7% |
| 1Y | +27.1% | +43.9% | -16.8% | +15.9% |
| 3Y | +49.3% | +165.4% | -116.1% | +20.1% |
| 5Y | -1.6% | +101.0% | -102.6% | -18.8% |
| All | +185.4% | +203.9% | -18.5% | +110.2% |
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