+365.4%
STX vs ESI
+44.5%
+320.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +4.0% |
| 7D | +2.4% | +3.3% | -1.0% | -0.3% |
| 30D | +1.4% | -5.9% | +7.3% | +6.9% |
| 3M | -8.2% | -14.1% | +5.9% | +4.7% |
| 6M | +127.0% | +6.6% | +120.5% | +124.6% |
| YTD | +209.1% | +45.0% | +164.1% | +143.0% |
| 1Y | +365.4% | +41.5% | +324.0% | +283.8% |
| All | +365.4% | +44.5% | +320.9% | +283.8% |
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