+7,325.6%
STT vs ES
+1,243.3%
+6,082.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +3.9% | -2.0% | +5.8% | +4.6% |
| 3M | +20.0% | +1.7% | +18.3% | +18.9% |
| 6M | +55.3% | -3.5% | +58.9% | +56.5% |
| YTD | +53.3% | +7.9% | +45.4% | +47.7% |
| 1Y | +74.7% | +17.2% | +57.5% | +61.8% |
| 3Y | +205.8% | +29.3% | +176.5% | +168.0% |
| 5Y | +145.0% | -5.7% | +150.8% | +140.1% |
| 10Y | +266.0% | +85.2% | +180.8% | +166.6% |
| All | +7,325.6% | +1,243.3% | +6,082.4% | +2,498.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling