+743.1%
SW vs STT
+272.7%
+470.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.8% |
| 7D | +12.1% | -0.1% | +12.1% | +12.1% |
| 30D | +6.6% | -1.7% | +8.2% | +6.7% |
| 3M | -6.0% | -6.4% | +0.4% | -5.4% |
| 6M | +21.5% | +17.7% | +3.8% | +19.3% |
| YTD | +20.3% | +36.9% | -16.6% | +16.2% |
| 1Y | +28.1% | +52.0% | -23.9% | +22.4% |
| 3Y | +51.6% | +178.6% | -127.0% | +37.0% |
| 5Y | -0.1% | +109.1% | -109.2% | -8.5% |
| 10Y | +189.7% | +226.1% | -36.3% | +152.3% |
| All | +743.1% | +272.7% | +470.4% | +624.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling