+2,285.7%
STM vs ES
+852.4%
+1,433.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | -1.0% | -2.0% | +1.0% | -0.4% |
| 3M | -33.3% | +1.7% | -34.9% | -34.2% |
| 6M | +57.4% | -3.5% | +60.9% | +58.4% |
| YTD | +102.2% | +7.9% | +94.3% | +94.5% |
| 1Y | +99.6% | +17.2% | +82.4% | +84.5% |
| 3Y | +14.5% | +29.3% | -14.8% | -0.3% |
| 5Y | +21.4% | -5.7% | +27.1% | +18.3% |
| 10Y | +695.0% | +85.2% | +609.8% | +468.0% |
| All | +2,285.7% | +852.4% | +1,433.3% | +777.3% |
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