-56.1%
STLA vs ESTC
-2.5%
-53.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.3% |
| 7D | -4.5% | -11.5% | +7.0% | -4.2% |
| 30D | -3.9% | -7.5% | +3.6% | -3.7% |
| 3M | -20.2% | +23.1% | -43.2% | -20.0% |
| 6M | -42.2% | +75.3% | -117.4% | -40.7% |
| YTD | -59.3% | +14.1% | -73.4% | -59.0% |
| 1Y | -56.1% | -0.6% | -55.5% | -55.8% |
| All | -56.1% | -2.5% | -53.6% | -55.8% |
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