-4.6%
STM vs ESI
+36.5%
-41.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | +12.0% | +5.5% | +6.5% | +7.1% |
| 30D | -0.4% | -7.8% | +7.4% | +7.2% |
| 3M | -13.2% | -15.0% | +1.8% | -0.1% |
| 6M | -26.1% | -24.9% | -1.2% | -5.7% |
| YTD | +81.2% | +33.2% | +48.0% | +42.3% |
| 1Y | +98.3% | +24.9% | +73.4% | +63.5% |
| 3Y | +16.7% | +77.8% | -61.0% | -31.2% |
| All | -4.6% | +36.5% | -41.1% | -35.5% |
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 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