-57.3%
STLA vs ESTC
+0.3%
-57.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.4% |
| 7D | -6.4% | -1.2% | -5.2% | -6.3% |
| 30D | -1.3% | -8.1% | +6.8% | -1.1% |
| 3M | -19.9% | +20.2% | -40.1% | -19.9% |
| 6M | -42.9% | +72.7% | -115.6% | -41.6% |
| YTD | -59.4% | +19.6% | -79.1% | -59.2% |
| All | -57.3% | +0.3% | -57.6% | -57.6% |
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