+2,071.0%
STX vs ES
+82.6%
+1,988.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.9% |
| 7D | -14.8% | -0.1% | -14.7% | -14.9% |
| 30D | -35.4% | +5.7% | -41.1% | -36.3% |
| 3M | -37.7% | -2.8% | -34.9% | -37.5% |
| 6M | -35.2% | +7.0% | -42.2% | -37.0% |
| YTD | +84.4% | +6.8% | +77.6% | +78.6% |
| 1Y | +82.3% | -0.5% | +82.7% | +79.2% |
| 3Y | +646.2% | +47.2% | +599.1% | +541.5% |
| 5Y | +487.4% | +2.3% | +485.2% | +462.4% |
| 10Y | +2,071.0% | +85.6% | +1,985.4% | +1,934.4% |
| All | +2,071.0% | +82.6% | +1,988.4% | +1,934.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling