+93.6%
STX vs ES
+1.3%
+92.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -0.7% |
| 7D | +16.8% | -1.1% | +17.9% | +16.1% |
| 30D | -27.0% | +8.2% | -35.3% | -23.7% |
| 3M | -37.9% | +0.6% | -38.5% | -36.7% |
| 6M | -32.5% | +6.0% | -38.5% | -30.6% |
| YTD | +98.6% | +9.3% | +89.3% | +104.2% |
| 1Y | +93.6% | +1.1% | +92.5% | +100.2% |
| All | +93.6% | +1.3% | +92.3% | +100.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling