+299.5%
CME vs STT
+211.9%
+87.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -1.3% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | +8.5% | -2.3% | +10.9% | +9.0% |
| 3M | +16.0% | -7.0% | +23.0% | +18.0% |
| 6M | +9.3% | +15.5% | -6.1% | +4.8% |
| YTD | +15.3% | +35.6% | -20.3% | +5.2% |
| 1Y | +14.4% | +47.9% | -33.5% | +1.8% |
| 3Y | +59.9% | +181.1% | -121.2% | +15.0% |
| 5Y | +69.4% | +108.2% | -38.8% | +29.3% |
| 10Y | +299.5% | +201.0% | +98.5% | +142.1% |
| All | +299.5% | +211.9% | +87.6% | +142.1% |
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 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