+302.7%
STT vs ESI
+224.6%
+78.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.9% |
| 7D | +0.5% | +3.3% | -2.8% | -0.8% |
| 30D | +3.9% | -5.9% | +9.7% | +6.0% |
| 3M | +20.0% | -14.1% | +34.0% | +25.1% |
| 6M | +55.3% | +6.6% | +48.7% | +47.2% |
| YTD | +53.3% | +45.0% | +8.3% | +28.4% |
| 1Y | +74.7% | +41.5% | +33.2% | +47.1% |
| 3Y | +205.8% | +78.8% | +127.1% | +130.3% |
| 5Y | +145.0% | +70.9% | +74.1% | +86.1% |
| 10Y | +266.0% | +317.1% | -51.1% | +103.0% |
| All | +302.7% | +224.6% | +78.0% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling