+6,228.6%
STT vs ES
+1,235.9%
+4,992.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.3% |
| 7D | -2.5% | +1.9% | -4.4% | -3.2% |
| 30D | -5.0% | +7.1% | -12.0% | -7.5% |
| 3M | -10.5% | -1.9% | -8.5% | -10.1% |
| 6M | +10.0% | +4.4% | +5.7% | +7.6% |
| YTD | +30.7% | +7.3% | +23.4% | +25.8% |
| 1Y | +43.8% | +2.1% | +41.6% | +40.2% |
| 3Y | +168.1% | +41.8% | +126.2% | +126.7% |
| 5Y | +101.4% | +1.4% | +100.0% | +91.6% |
| 10Y | +211.3% | +86.8% | +124.6% | +125.6% |
| All | +6,228.6% | +1,235.9% | +4,992.6% | +2,113.3% |
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