+10,374.7%
STX vs ES
+1,045.0%
+9,329.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.3% | +8.7% | +9.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -26.8% | +6.7% | -33.5% | -29.0% |
| 3M | -32.7% | +0.3% | -33.0% | -33.3% |
| 6M | -33.7% | +7.4% | -41.1% | -36.8% |
| YTD | +101.0% | +8.4% | +92.6% | +89.6% |
| 1Y | +92.7% | +0.6% | +92.1% | +86.5% |
| 3Y | +708.7% | +50.6% | +658.1% | +536.8% |
| 5Y | +504.0% | +4.8% | +499.2% | +450.4% |
| 10Y | +2,108.4% | +93.1% | +2,015.3% | +1,269.7% |
| All | +10,374.7% | +1,045.0% | +9,329.7% | +2,248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling