-2.3%
SW vs STT
+145.1%
-147.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | +9.4% | +20.0% | -10.6% | +2.5% |
| 6M | +3.5% | +55.3% | -51.8% | -11.2% |
| YTD | +22.0% | +53.3% | -31.3% | +5.0% |
| 1Y | +2.2% | +74.7% | -72.5% | -15.7% |
| 3Y | +19.6% | +205.8% | -186.2% | -14.0% |
| All | -2.3% | +145.1% | -147.4% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling