+476.2%
STX vs ES
+6.6%
+469.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.1% |
| 7D | +14.6% | +2.7% | +11.9% | +14.4% |
| 30D | -26.0% | +7.6% | -33.6% | -26.4% |
| 3M | -42.6% | +0.5% | -43.1% | -42.6% |
| 6M | -35.3% | +7.6% | -42.9% | -36.2% |
| YTD | +92.5% | +10.2% | +82.2% | +88.0% |
| 1Y | +102.4% | +1.8% | +100.6% | +100.2% |
| 3Y | +673.8% | +55.4% | +618.4% | +574.0% |
| All | +476.2% | +6.6% | +469.6% | +460.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling