+2,909.9%
STX vs ESI
+224.6%
+2,685.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.1% |
| 7D | +2.4% | +3.3% | -1.0% | +1.0% |
| 30D | +1.4% | -5.9% | +7.3% | +4.3% |
| 3M | -8.2% | -14.1% | +5.9% | -1.4% |
| 6M | +127.0% | +6.6% | +120.5% | +124.8% |
| YTD | +209.1% | +45.0% | +164.1% | +171.9% |
| 1Y | +365.4% | +41.5% | +324.0% | +313.0% |
| 3Y | +1,135.4% | +78.8% | +1,056.6% | +897.2% |
| 5Y | +991.5% | +70.9% | +920.6% | +788.1% |
| 10Y | +3,695.8% | +317.1% | +3,378.7% | +2,133.1% |
| All | +2,909.9% | +224.6% | +2,685.3% | +1,710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling