+90.1%
STM vs ES
-0.1%
+90.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -7.9% | +0.9% | -8.8% | -7.9% |
| 30D | -14.1% | +5.9% | -20.1% | -13.9% |
| 3M | -17.6% | -1.0% | -16.6% | -17.4% |
| 6M | -24.2% | +7.2% | -31.4% | -26.1% |
| YTD | +73.3% | +7.0% | +66.3% | +70.1% |
| 1Y | +90.1% | +0.5% | +89.6% | +87.4% |
| All | +90.1% | -0.1% | +90.2% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling