+19.6%
SW vs STT
+207.1%
-187.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | +0.5% | -5.6% | -5.4% |
| 30D | -4.6% | +3.9% | -8.4% | -7.0% |
| 3M | +9.4% | +20.0% | -10.6% | -2.9% |
| 6M | +3.5% | +55.3% | -51.8% | -22.2% |
| YTD | +22.0% | +53.3% | -31.3% | -8.1% |
| 1Y | +2.2% | +74.7% | -72.5% | -29.4% |
| All | +19.6% | +207.1% | -187.6% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling