+2,718.2%
STT vs EL
+1,845.6%
+872.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +2.1% |
| 7D | +0.9% | +8.0% | -7.1% | -2.1% |
| 30D | -2.3% | +15.4% | -17.7% | -8.0% |
| 3M | -7.0% | +28.5% | -35.5% | -17.2% |
| 6M | +15.5% | +32.2% | -16.7% | +0.5% |
| YTD | +35.6% | +9.2% | +26.4% | +24.2% |
| 1Y | +47.9% | +30.8% | +17.1% | +25.2% |
| 3Y | +181.1% | +3.7% | +177.4% | +138.6% |
| 5Y | +108.2% | -64.8% | +173.0% | +176.1% |
| 10Y | +201.0% | +60.0% | +141.0% | +94.1% |
| All | +2,718.2% | +1,845.6% | +872.6% | +561.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling