+96.5%
STM vs ESI
+27.8%
+68.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.6% | -1.4% | -2.3% |
| 7D | -6.0% | -6.6% | +0.5% | -0.6% |
| 30D | -20.9% | -10.9% | -10.0% | -13.0% |
| 3M | -15.8% | -13.8% | -1.9% | -5.0% |
| 6M | -17.0% | -21.5% | +4.5% | +1.0% |
| YTD | +76.8% | +34.7% | +42.1% | +51.1% |
| 1Y | +96.5% | +24.9% | +71.6% | +74.5% |
| All | +96.5% | +27.8% | +68.7% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling