+443.6%
STX vs ESI
+28.5%
+415.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.5% |
| 7D | -28.5% | -8.5% | -20.0% | -23.4% |
| 30D | -42.9% | -15.7% | -27.3% | -35.3% |
| 3M | -45.9% | -18.2% | -27.7% | -37.6% |
| 6M | -41.3% | -28.8% | -12.4% | -25.5% |
| YTD | +67.9% | +26.3% | +41.7% | +48.7% |
| 1Y | +66.5% | +18.2% | +48.3% | +53.4% |
| 3Y | +588.0% | +68.1% | +519.9% | +391.5% |
| All | +443.6% | +28.5% | +415.1% | +329.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling