+588.0%
STX vs ES
+46.3%
+541.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.5% |
| 7D | -28.5% | +1.9% | -30.4% | -28.3% |
| 30D | -42.9% | +7.1% | -50.0% | -42.6% |
| 3M | -45.9% | -1.9% | -44.0% | -45.7% |
| 6M | -41.3% | +4.4% | -45.6% | -41.4% |
| YTD | +67.9% | +7.3% | +60.6% | +66.6% |
| 1Y | +66.5% | +2.1% | +64.4% | +65.5% |
| 3Y | +588.0% | +41.8% | +546.1% | +541.9% |
| All | +588.0% | +46.3% | +541.6% | +541.9% |
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