+266.4%
STT vs EL
+28.8%
+237.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.9% |
| 7D | +1.0% | -2.4% | +3.3% | +1.7% |
| 30D | +2.8% | +13.7% | -10.9% | -2.2% |
| 3M | +18.1% | +14.5% | +3.6% | +11.7% |
| 6M | +59.2% | +7.4% | +51.8% | +51.7% |
| YTD | +51.5% | -4.7% | +56.2% | +48.6% |
| 1Y | +75.7% | +12.9% | +62.7% | +60.5% |
| 3Y | +200.8% | -32.2% | +233.0% | +211.7% |
| 5Y | +155.8% | -68.4% | +224.2% | +276.4% |
| 10Y | +266.4% | +28.3% | +238.1% | +207.8% |
| All | +266.4% | +28.8% | +237.5% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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