+52.0%
STT vs ESI
+27.8%
+24.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.0% |
| 7D | -0.1% | -6.6% | +6.5% | +1.1% |
| 30D | -1.7% | -10.9% | +9.2% | +0.3% |
| 3M | -6.4% | -13.8% | +7.4% | -4.1% |
| 6M | +17.7% | -21.5% | +39.2% | +21.3% |
| YTD | +36.9% | +34.7% | +2.2% | +18.2% |
| 1Y | +52.0% | +24.9% | +27.1% | +34.5% |
| All | +52.0% | +27.8% | +24.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling