+21.0%
STM vs ESI
+72.3%
-51.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | -0.5% |
| 7D | +5.8% | +3.3% | +2.5% | +3.0% |
| 30D | -1.0% | -5.9% | +4.9% | +3.9% |
| 3M | -33.3% | -14.1% | -19.2% | -24.4% |
| 6M | +57.4% | +6.6% | +50.8% | +49.3% |
| YTD | +102.2% | +45.0% | +57.2% | +48.9% |
| 1Y | +99.6% | +41.5% | +58.1% | +48.2% |
| 3Y | +14.5% | +78.8% | -64.2% | -31.4% |
| All | +21.0% | +72.3% | -51.4% | -27.3% |
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