-39.8%
STLA vs ESTC
+0.7%
-40.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -3.0% |
| 7D | +0.7% | -4.3% | +5.0% | +0.8% |
| 30D | -2.4% | +17.7% | -20.1% | -2.1% |
| 3M | -23.9% | +42.3% | -66.2% | -23.1% |
| 6M | -24.6% | +64.6% | -89.2% | -22.8% |
| YTD | -50.5% | +17.2% | -67.7% | -50.0% |
| 1Y | -39.8% | -4.2% | -35.6% | -34.2% |
| All | -39.8% | +0.7% | -40.6% | -34.2% |
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