+16,011.1%
STX vs ES
+1,039.8%
+14,971.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.6% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +1.4% | -2.0% | +3.3% | +2.1% |
| 3M | -8.2% | +1.7% | -9.9% | -9.7% |
| 6M | +127.0% | -3.5% | +130.6% | +127.0% |
| YTD | +209.1% | +7.9% | +201.2% | +194.0% |
| 1Y | +365.4% | +17.2% | +348.3% | +323.7% |
| 3Y | +1,135.4% | +29.3% | +1,106.1% | +944.4% |
| 5Y | +991.5% | -5.7% | +997.3% | +949.1% |
| 10Y | +3,695.8% | +85.2% | +3,610.6% | +2,319.7% |
| All | +16,011.1% | +1,039.8% | +14,971.3% | +3,541.3% |
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