-15.7%
STM vs ES
+1.4%
-17.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +5.1% |
| 7D | -10.7% | +1.9% | -12.6% | -11.3% |
| 30D | -25.7% | +7.1% | -32.8% | -27.2% |
| 3M | -21.6% | -1.9% | -19.6% | -21.4% |
| 6M | -27.8% | +4.4% | -32.2% | -29.4% |
| YTD | +61.8% | +7.3% | +54.4% | +56.5% |
| 1Y | +78.1% | +2.1% | +76.0% | +74.0% |
| 3Y | +4.9% | +41.8% | -36.9% | -11.1% |
| All | -15.7% | +1.4% | -17.2% | -16.2% |
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 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