-27.8%
STM vs ESI
-29.2%
+1.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +2.5% |
| 7D | -10.7% | -8.5% | -2.2% | -2.2% |
| 30D | -25.7% | -15.7% | -10.1% | -12.2% |
| 3M | -21.6% | -18.2% | -3.3% | -4.4% |
| 6M | -27.8% | -28.8% | +1.0% | +1.3% |
| All | -27.8% | -29.2% | +1.4% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling