+444.1%
STM vs ES
+87.3%
+356.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -7.9% | +0.9% | -8.8% | -8.3% |
| 30D | -14.1% | +5.9% | -20.1% | -15.8% |
| 3M | -17.6% | -1.0% | -16.6% | -17.7% |
| 6M | -24.2% | +7.2% | -31.4% | -26.6% |
| YTD | +73.3% | +7.0% | +66.3% | +67.7% |
| 1Y | +90.1% | +0.5% | +89.6% | +86.8% |
| 3Y | +10.3% | +48.7% | -38.3% | -6.4% |
| 5Y | -5.7% | +1.9% | -7.7% | -9.9% |
| 10Y | +444.1% | +89.2% | +354.9% | +475.7% |
| All | +444.1% | +87.3% | +356.8% | +475.7% |
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