+657.6%
STM vs ESI
+307.6%
+350.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | +5.2% | +5.4% | -0.2% | +1.7% |
| 30D | -7.4% | -4.2% | -3.2% | -4.7% |
| 3M | -30.6% | -9.6% | -21.0% | -25.7% |
| 6M | +66.4% | +18.3% | +48.1% | +50.9% |
| YTD | +101.1% | +45.8% | +55.3% | +59.9% |
| 1Y | +97.4% | +39.2% | +58.2% | +60.5% |
| 3Y | +21.1% | +86.3% | -65.1% | -17.2% |
| 5Y | +22.5% | +76.2% | -53.7% | -13.7% |
| 10Y | +657.6% | +306.8% | +350.8% | +244.8% |
| All | +657.6% | +307.6% | +350.0% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling