+3,086.9%
STT vs EL
+1,685.7%
+1,401.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -1.0% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | +3.9% | +19.8% | -16.0% | -4.4% |
| 3M | +20.0% | +25.7% | -5.8% | +7.9% |
| 6M | +55.3% | +5.4% | +49.9% | +47.3% |
| YTD | +53.3% | +0.2% | +53.1% | +46.2% |
| 1Y | +74.7% | +20.4% | +54.3% | +52.7% |
| 3Y | +205.8% | -32.1% | +238.0% | +209.9% |
| 5Y | +145.0% | -67.2% | +212.2% | +234.7% |
| 10Y | +266.0% | +31.7% | +234.3% | +157.6% |
| All | +3,086.9% | +1,685.7% | +1,401.2% | +678.0% |
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