+266.4%
STT vs ESI
+308.3%
-41.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +1.0% | +3.9% | -2.9% | -0.9% |
| 30D | +2.8% | -3.8% | +6.6% | +4.5% |
| 3M | +18.1% | -13.1% | +31.3% | +23.8% |
| 6M | +59.2% | +11.3% | +47.9% | +44.6% |
| YTD | +51.5% | +44.1% | +7.4% | +19.2% |
| 1Y | +75.7% | +40.3% | +35.3% | +39.3% |
| 3Y | +200.8% | +84.1% | +116.7% | +98.8% |
| 5Y | +155.8% | +75.8% | +80.0% | +70.0% |
| 10Y | +266.4% | +320.7% | -54.4% | +52.5% |
| All | +266.4% | +308.3% | -41.9% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling