+7,418.1%
CME vs STT
+545.4%
+6,872.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.9% | -2.5% | +3.4% | +1.8% |
| 30D | +13.2% | -5.0% | +18.1% | +15.2% |
| 3M | +16.3% | -10.5% | +26.7% | +20.9% |
| 6M | +7.1% | +10.0% | -2.9% | +2.5% |
| YTD | +15.8% | +30.7% | -14.9% | +2.7% |
| 1Y | +17.1% | +43.8% | -26.7% | -0.2% |
| 3Y | +63.2% | +168.1% | -104.9% | +5.0% |
| 5Y | +70.2% | +101.4% | -31.2% | +16.5% |
| 10Y | +337.0% | +211.3% | +125.7% | +127.8% |
| All | +7,418.1% | +545.4% | +6,872.7% | +2,286.4% |
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