+288.9%
STT vs EOSE
-61.3%
+350.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | -0.4% |
| 7D | +0.5% | +19.0% | -18.5% | -0.5% |
| 30D | +3.9% | +1.6% | +2.3% | +3.5% |
| 3M | +20.0% | -52.0% | +71.9% | +23.6% |
| 6M | +55.3% | -42.5% | +97.8% | +57.3% |
| YTD | +53.3% | -66.1% | +119.5% | +57.9% |
| 1Y | +74.7% | -47.1% | +121.8% | +74.6% |
| 3Y | +205.8% | +0.8% | +205.1% | +181.8% |
| 5Y | +145.0% | -71.7% | +216.7% | +113.8% |
| All | +288.9% | -61.3% | +350.2% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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