+154.5%
STT vs ES
-5.6%
+160.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +3.9% | -2.0% | +5.8% | +4.4% |
| 3M | +20.0% | +1.7% | +18.3% | +19.1% |
| 6M | +55.3% | -3.5% | +58.9% | +56.4% |
| YTD | +53.3% | +7.9% | +45.4% | +48.6% |
| 1Y | +74.7% | +17.2% | +57.5% | +62.8% |
| 3Y | +205.8% | +29.3% | +176.5% | +170.2% |
| All | +154.5% | -5.6% | +160.1% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling