+461.8%
STM vs ES
+96.6%
+365.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | +16.3% | -1.1% | +17.4% | +16.6% |
| 30D | -6.3% | +8.2% | -14.5% | -8.7% |
| 3M | -14.1% | +0.6% | -14.7% | -14.6% |
| 6M | -19.6% | +6.0% | -25.6% | -21.7% |
| YTD | +80.1% | +9.3% | +70.8% | +73.3% |
| 1Y | +95.4% | +1.1% | +94.2% | +91.8% |
| 3Y | +14.7% | +51.9% | -37.2% | -3.3% |
| 5Y | -5.4% | +6.5% | -11.8% | -10.7% |
| All | +461.8% | +96.6% | +365.2% | +495.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling