+201.0%
STT vs ES
+82.6%
+118.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -2.3% | +5.7% | -8.1% | -4.2% |
| 3M | -7.0% | -2.8% | -4.2% | -6.4% |
| 6M | +15.5% | +7.0% | +8.5% | +12.4% |
| YTD | +35.6% | +6.8% | +28.8% | +31.3% |
| 1Y | +47.9% | -0.5% | +48.3% | +45.9% |
| 3Y | +181.1% | +47.2% | +133.9% | +137.3% |
| 5Y | +108.2% | +2.3% | +105.9% | +99.0% |
| 10Y | +201.0% | +85.6% | +115.3% | +216.9% |
| All | +201.0% | +82.6% | +118.4% | +216.9% |
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