+202.9%
STT vs ES
+85.7%
+117.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.1% |
| 7D | -2.5% | +1.9% | -4.4% | -3.1% |
| 30D | -5.0% | +7.1% | -12.0% | -7.1% |
| 3M | -10.5% | -1.9% | -8.5% | -10.1% |
| 6M | +10.0% | +4.4% | +5.7% | +8.0% |
| YTD | +30.7% | +7.3% | +23.4% | +26.4% |
| 1Y | +43.8% | +2.1% | +41.6% | +40.7% |
| 3Y | +168.1% | +41.8% | +126.2% | +129.9% |
| 5Y | +101.4% | +1.4% | +100.0% | +93.1% |
| All | +202.9% | +85.7% | +117.2% | +225.1% |
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