+328.9%
CME vs STT
+204.5%
+124.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.9% | -2.5% | +3.4% | +1.5% |
| 30D | +13.2% | -5.0% | +18.1% | +14.5% |
| 3M | +16.3% | -10.5% | +26.7% | +19.4% |
| 6M | +7.1% | +10.0% | -2.9% | +3.9% |
| YTD | +15.8% | +30.7% | -14.9% | +6.6% |
| 1Y | +17.1% | +43.8% | -26.7% | +4.9% |
| 3Y | +63.2% | +168.1% | -104.9% | +18.6% |
| 5Y | +70.2% | +101.4% | -31.2% | +30.6% |
| All | +328.9% | +204.5% | +124.3% | +144.9% |
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 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