+1,727.7%
STM vs ES
+875.4%
+852.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +2.1% | -14.5% | -13.2% |
| 7D | -20.1% | +5.9% | -26.0% | -21.9% |
| 30D | -32.0% | +10.2% | -42.2% | -34.7% |
| 3M | -24.2% | +0.4% | -24.6% | -24.7% |
| 6M | -29.9% | +6.9% | -36.8% | -32.5% |
| YTD | +54.9% | +10.5% | +44.4% | +47.0% |
| 1Y | +68.0% | +3.2% | +64.8% | +62.9% |
| 3Y | -0.1% | +49.0% | -49.2% | -17.9% |
| 5Y | -17.9% | +4.5% | -22.4% | -23.3% |
| 10Y | +392.2% | +92.3% | +299.9% | +245.2% |
| All | +1,727.7% | +875.4% | +852.2% | +563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling