+207.3%
STT vs EL
-29.8%
+237.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.3% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | +3.9% | +19.8% | -16.0% | +0.6% |
| 3M | +20.0% | +25.7% | -5.8% | +15.1% |
| 6M | +55.3% | +5.4% | +49.9% | +52.9% |
| YTD | +53.3% | +0.2% | +53.1% | +51.5% |
| 1Y | +74.7% | +20.4% | +54.3% | +66.0% |
| All | +207.3% | -29.8% | +237.2% | +201.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling