+6,216.0%
STT vs ES
+1,275.7%
+4,940.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.5% |
| 7D | -4.9% | +5.9% | -10.8% | -7.0% |
| 30D | -6.0% | +10.2% | -16.2% | -9.5% |
| 3M | -11.7% | +0.4% | -12.1% | -12.1% |
| 6M | +11.7% | +6.9% | +4.8% | +8.3% |
| YTD | +30.4% | +10.5% | +19.9% | +24.2% |
| 1Y | +43.9% | +3.2% | +40.7% | +39.9% |
| 3Y | +165.4% | +49.0% | +116.4% | +120.3% |
| 5Y | +101.0% | +4.5% | +96.5% | +89.2% |
| 10Y | +210.7% | +92.3% | +118.4% | +122.8% |
| All | +6,216.0% | +1,275.7% | +4,940.2% | +2,085.6% |
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 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