+123.8%
STX vs ESI
+27.8%
+96.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.6% | -3.5% | -4.4% |
| 7D | -20.2% | -6.6% | -13.6% | -15.4% |
| 30D | -37.2% | -10.9% | -26.3% | -30.9% |
| 3M | -34.1% | -13.8% | -20.2% | -25.7% |
| 6M | -24.5% | -21.5% | -2.9% | -7.6% |
| YTD | +102.9% | +34.7% | +68.3% | +63.6% |
| 1Y | +123.8% | +24.9% | +98.9% | +91.5% |
| All | +123.8% | +27.8% | +96.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling