+207.3%
STT vs ESI
+81.9%
+125.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.8% |
| 7D | +0.5% | +3.3% | -2.8% | -0.6% |
| 30D | +3.9% | -5.9% | +9.7% | +5.7% |
| 3M | +20.0% | -14.1% | +34.0% | +24.2% |
| 6M | +55.3% | +6.6% | +48.7% | +46.3% |
| YTD | +53.3% | +45.0% | +8.3% | +26.1% |
| 1Y | +74.7% | +41.5% | +33.2% | +44.6% |
| All | +207.3% | +81.9% | +125.4% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling