+16.7%
STM vs ES
+53.3%
-36.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +12.0% | +2.7% | +9.3% | +11.7% |
| 30D | -0.4% | +7.6% | -8.0% | -1.5% |
| 3M | -13.2% | +0.5% | -13.7% | -13.2% |
| 6M | -26.1% | +7.6% | -33.7% | -27.6% |
| YTD | +81.2% | +10.2% | +71.0% | +76.1% |
| 1Y | +98.3% | +1.8% | +96.5% | +95.5% |
| 3Y | +16.7% | +55.4% | -38.7% | -4.2% |
| All | +16.7% | +53.3% | -36.6% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling