-0.1%
SW vs STT
+103.1%
-103.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.3% |
| 7D | +12.1% | -0.1% | +12.1% | +12.1% |
| 30D | +6.6% | -1.7% | +8.2% | +7.1% |
| 3M | -6.0% | -6.4% | +0.4% | -4.0% |
| 6M | +21.5% | +17.7% | +3.8% | +14.3% |
| YTD | +20.3% | +36.9% | -16.6% | +7.2% |
| 1Y | +28.1% | +52.0% | -23.9% | +10.2% |
| 3Y | +51.6% | +178.6% | -127.0% | +11.7% |
| 5Y | -0.1% | +109.1% | -109.2% | -29.1% |
| All | -0.1% | +103.1% | -103.3% | -29.1% |
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