+181.1%
STT vs ESI
+77.3%
+103.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +1.6% |
| 7D | +0.9% | -3.5% | +4.4% | +1.9% |
| 30D | -2.3% | -9.3% | +6.9% | +0.3% |
| 3M | -7.0% | -12.8% | +5.8% | -3.6% |
| 6M | +15.5% | -24.6% | +40.1% | +23.8% |
| YTD | +35.6% | +32.7% | +2.9% | +13.8% |
| 1Y | +47.9% | +20.3% | +27.6% | +29.3% |
| 3Y | +181.1% | +80.2% | +100.9% | +94.1% |
| All | +181.1% | +77.3% | +103.8% | +94.1% |
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