+203.1%
STT vs ES
+92.3%
+110.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.4% | +6.7% | -7.2% | -2.6% |
| 3M | -6.5% | +0.3% | -6.8% | -6.8% |
| 6M | +17.2% | +7.4% | +9.8% | +13.9% |
| YTD | +38.2% | +8.4% | +29.8% | +33.2% |
| 1Y | +49.3% | +0.6% | +48.7% | +46.9% |
| 3Y | +181.9% | +50.6% | +131.3% | +136.2% |
| 5Y | +106.9% | +4.8% | +102.1% | +96.2% |
| 10Y | +203.1% | +93.1% | +110.0% | +220.1% |
| All | +203.1% | +92.3% | +110.8% | +220.1% |
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