+513.8%
STM vs ESI
+182.6%
+331.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.5% |
| 7D | -10.7% | -8.5% | -2.2% | -6.4% |
| 30D | -25.7% | -15.7% | -10.1% | -18.8% |
| 3M | -21.6% | -18.2% | -3.3% | -12.9% |
| 6M | -27.8% | -28.8% | +1.0% | -13.7% |
| YTD | +61.8% | +26.3% | +35.5% | +48.5% |
| 1Y | +78.1% | +18.2% | +59.9% | +68.1% |
| 3Y | +4.9% | +68.1% | -63.2% | -14.2% |
| 5Y | -14.3% | +28.8% | -43.0% | -22.2% |
| 10Y | +414.1% | +329.8% | +84.2% | +210.5% |
| All | +513.8% | +182.6% | +331.1% | +318.0% |
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