+667.2%
STM vs ESI
+224.6%
+442.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +0.5% |
| 7D | +5.8% | +3.3% | +2.5% | +4.1% |
| 30D | -1.0% | -5.9% | +4.9% | +1.9% |
| 3M | -33.3% | -14.1% | -19.2% | -27.7% |
| 6M | +57.4% | +6.6% | +50.8% | +54.4% |
| YTD | +102.2% | +45.0% | +57.2% | +72.4% |
| 1Y | +99.6% | +41.5% | +58.1% | +71.6% |
| 3Y | +14.5% | +78.8% | -64.2% | -10.3% |
| 5Y | +21.4% | +70.9% | -49.5% | -2.8% |
| 10Y | +695.0% | +317.1% | +377.9% | +359.6% |
| All | +667.2% | +224.6% | +442.6% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling