+157.5%
STT vs EL
-67.4%
+224.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | +3.9% | +15.5% | -11.6% | -0.1% |
| 3M | +19.2% | +20.6% | -1.4% | +13.1% |
| 6M | +60.4% | +10.5% | +49.9% | +54.2% |
| YTD | +51.5% | -1.9% | +53.3% | +48.8% |
| 1Y | +76.3% | +16.1% | +60.2% | +64.4% |
| 3Y | +200.7% | -30.2% | +231.0% | +210.0% |
| 5Y | +157.5% | -67.4% | +224.9% | +272.1% |
| All | +157.5% | -67.4% | +224.9% | +272.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling