+256.1%
STT vs ESI
+197.1%
+58.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +1.3% |
| 7D | +0.9% | -3.5% | +4.4% | +2.1% |
| 30D | -2.3% | -9.3% | +6.9% | +0.8% |
| 3M | -7.0% | -12.8% | +5.8% | -3.1% |
| 6M | +15.5% | -24.6% | +40.1% | +25.1% |
| YTD | +35.6% | +32.7% | +2.9% | +16.4% |
| 1Y | +47.9% | +20.3% | +27.6% | +31.5% |
| 3Y | +181.1% | +80.2% | +100.9% | +109.6% |
| 5Y | +108.2% | +40.0% | +68.2% | +68.9% |
| 10Y | +201.0% | +310.8% | -109.8% | +69.3% |
| All | +256.1% | +197.1% | +58.9% | +119.6% |
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