-15.7%
STM vs ESI
+28.5%
-44.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +2.8% |
| 7D | -10.7% | -8.5% | -2.2% | -3.3% |
| 30D | -25.7% | -15.7% | -10.1% | -13.9% |
| 3M | -21.6% | -18.2% | -3.3% | -6.9% |
| 6M | -27.8% | -28.8% | +1.0% | -3.6% |
| YTD | +61.8% | +26.3% | +35.5% | +32.9% |
| 1Y | +78.1% | +18.2% | +59.9% | +53.6% |
| 3Y | +4.9% | +68.1% | -63.2% | -35.1% |
| All | -15.7% | +28.5% | -44.2% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling