+194.0%
STT vs ES
+98.2%
+95.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | +4.8% | +2.7% | +2.1% | +3.9% |
| 30D | +3.9% | +7.6% | -3.7% | +1.4% |
| 3M | -8.2% | +0.5% | -8.6% | -8.5% |
| 6M | +15.6% | +7.6% | +8.0% | +12.3% |
| YTD | +37.6% | +10.2% | +27.4% | +32.0% |
| 1Y | +50.1% | +1.8% | +48.3% | +47.2% |
| 3Y | +183.1% | +55.4% | +127.7% | +134.6% |
| 5Y | +104.8% | +7.3% | +97.5% | +92.7% |
| All | +194.0% | +98.2% | +95.7% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling