-61.7%
STLA vs ESTC
-46.4%
-15.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.0% |
| 7D | +2.6% | -8.1% | +10.7% | +3.9% |
| 30D | -1.2% | +31.7% | -32.9% | -5.8% |
| 3M | -24.8% | +41.1% | -65.8% | -29.1% |
| 6M | -25.6% | +77.1% | -102.6% | -32.8% |
| YTD | -48.9% | +21.7% | -70.6% | -51.3% |
| 1Y | -38.8% | +8.4% | -47.1% | -40.8% |
| 3Y | -64.5% | +23.6% | -88.2% | -68.4% |
| All | -61.7% | -46.4% | -15.3% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling