+1,679.2%
STX vs ESI
+195.2%
+1,484.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -17.3% | -6.6% | -10.7% | -14.3% |
| 30D | -35.9% | -9.8% | -26.1% | -32.5% |
| 3M | -37.3% | -11.9% | -25.4% | -33.4% |
| 6M | -35.8% | -25.1% | -10.7% | -26.6% |
| YTD | +82.7% | +31.9% | +50.8% | +68.0% |
| 1Y | +71.6% | +19.2% | +52.4% | +64.0% |
| 3Y | +635.3% | +76.2% | +559.1% | +504.6% |
| 5Y | +483.8% | +39.4% | +444.4% | +414.7% |
| 10Y | +1,967.8% | +304.9% | +1,662.9% | +1,156.9% |
| All | +1,679.2% | +195.2% | +1,484.0% | +1,018.7% |
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