+21.0%
STM vs ES
-5.6%
+26.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | -1.0% | -2.0% | +1.0% | -0.6% |
| 3M | -33.3% | +1.7% | -34.9% | -34.0% |
| 6M | +57.4% | -3.5% | +60.9% | +57.8% |
| YTD | +102.2% | +7.9% | +94.3% | +96.2% |
| 1Y | +99.6% | +17.2% | +82.4% | +87.0% |
| 3Y | +14.5% | +29.3% | -14.8% | +1.7% |
| All | +21.0% | -5.6% | +26.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling