-73.7%
STLA vs ESTC
+18.0%
-91.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.5% |
| 7D | -4.5% | -11.5% | +7.0% | -3.2% |
| 30D | -3.9% | -7.5% | +3.6% | -3.2% |
| 3M | -20.2% | +23.1% | -43.2% | -22.4% |
| 6M | -42.2% | +75.3% | -117.4% | -46.0% |
| YTD | -59.3% | +14.1% | -73.4% | -60.2% |
| 1Y | -56.1% | -0.6% | -55.5% | -56.3% |
| 3Y | -73.7% | +20.8% | -94.5% | -74.6% |
| All | -73.7% | +18.0% | -91.7% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling