-55.8%
STLA vs ESTC
+24.7%
-80.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -11.6% | -2.6% | -9.0% | -11.2% |
| 30D | -6.2% | -8.6% | +2.4% | -4.9% |
| 3M | -24.6% | +14.4% | -38.9% | -26.9% |
| 6M | -44.9% | +73.3% | -118.2% | -50.7% |
| YTD | -62.3% | +15.7% | -78.0% | -64.2% |
| 1Y | -61.8% | -7.6% | -54.2% | -62.3% |
| 3Y | -75.3% | +14.6% | -89.9% | -78.0% |
| 5Y | -72.5% | -50.0% | -22.5% | -72.9% |
| All | -55.8% | +24.7% | -80.6% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling