+197.6%
STT vs ESI
+306.3%
-108.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.7% |
| 7D | +1.1% | -6.6% | +7.7% | +4.3% |
| 30D | -1.9% | -9.8% | +7.9% | +2.5% |
| 3M | -7.6% | -11.9% | +4.3% | -3.1% |
| 6M | +16.0% | -25.1% | +41.1% | +28.8% |
| YTD | +36.2% | +31.9% | +4.3% | +9.9% |
| 1Y | +46.8% | +19.2% | +27.6% | +24.5% |
| 3Y | +177.8% | +76.2% | +101.6% | +83.0% |
| 5Y | +105.8% | +39.4% | +66.4% | +51.1% |
| 10Y | +197.6% | +304.9% | -107.3% | +19.3% |
| All | +197.6% | +306.3% | -108.7% | +19.3% |
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