+157.5%
STT vs ESI
+77.4%
+80.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +2.2% | +5.4% | -3.2% | -0.1% |
| 30D | +3.9% | -4.2% | +8.1% | +5.6% |
| 3M | +19.2% | -9.6% | +28.8% | +22.1% |
| 6M | +60.4% | +18.3% | +42.1% | +41.1% |
| YTD | +51.5% | +45.8% | +5.6% | +18.3% |
| 1Y | +76.3% | +39.2% | +37.1% | +40.3% |
| 3Y | +200.7% | +86.3% | +114.5% | +93.0% |
| 5Y | +157.5% | +76.2% | +81.3% | +62.0% |
| All | +157.5% | +77.4% | +80.0% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling