+646.2%
STX vs ES
+42.6%
+603.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.7% |
| 7D | -14.8% | -0.1% | -14.7% | -14.7% |
| 30D | -35.4% | +5.7% | -41.1% | -35.1% |
| 3M | -37.7% | -2.8% | -34.9% | -37.5% |
| 6M | -35.2% | +7.0% | -42.2% | -35.6% |
| YTD | +84.4% | +6.8% | +77.6% | +82.9% |
| 1Y | +82.3% | -0.5% | +82.7% | +81.5% |
| 3Y | +646.2% | +47.2% | +599.1% | +592.0% |
| All | +646.2% | +42.6% | +603.6% | +592.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling