+194.4%
STT vs ES
+96.6%
+97.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | +5.1% | -1.1% | +6.2% | +5.5% |
| 30D | -0.2% | +8.2% | -8.4% | -2.9% |
| 3M | -8.1% | +0.6% | -8.8% | -8.5% |
| 6M | +16.6% | +6.0% | +10.7% | +13.9% |
| YTD | +37.8% | +9.3% | +28.5% | +32.5% |
| 1Y | +46.8% | +1.1% | +45.7% | +44.3% |
| 3Y | +181.2% | +51.9% | +129.2% | +134.8% |
| 5Y | +105.1% | +6.5% | +98.7% | +93.5% |
| All | +194.4% | +96.6% | +97.8% | +208.4% |
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