-52.5%
STLA vs ESTC
+28.9%
-81.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.1% |
| 7D | -6.4% | -1.2% | -5.2% | -6.2% |
| 30D | -1.3% | -8.1% | +6.8% | -0.1% |
| 3M | -19.9% | +20.2% | -40.1% | -23.1% |
| 6M | -42.9% | +72.7% | -115.6% | -48.9% |
| YTD | -59.4% | +19.6% | -79.1% | -61.7% |
| 1Y | -56.8% | +0.3% | -57.1% | -58.0% |
| 3Y | -73.1% | +22.8% | -95.9% | -76.3% |
| 5Y | -70.1% | -50.9% | -19.2% | -70.4% |
| All | -52.5% | +28.9% | -81.4% | -67.3% |
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