-38.8%
STLA vs ESTC
+7.3%
-46.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.4% |
| 7D | +2.6% | -8.1% | +10.7% | +2.7% |
| 30D | -1.2% | +31.7% | -32.9% | -0.8% |
| 3M | -24.8% | +41.1% | -65.8% | -24.2% |
| 6M | -25.6% | +77.1% | -102.6% | -23.5% |
| YTD | -48.9% | +21.7% | -70.6% | -48.6% |
| 1Y | -38.8% | +8.4% | -47.1% | -37.4% |
| All | -38.8% | +7.3% | -46.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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