-74.5%
STLA vs ESTC
-52.1%
-22.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -13.8% | +2.4% | -16.2% | -14.1% |
| 30D | -10.5% | -4.2% | -6.3% | -10.2% |
| 3M | -28.9% | +2.5% | -31.3% | -29.6% |
| 6M | -49.7% | +81.5% | -131.2% | -54.8% |
| YTD | -64.9% | +16.8% | -81.8% | -66.4% |
| 1Y | -64.0% | -3.5% | -60.6% | -64.5% |
| 3Y | -77.4% | +17.7% | -95.2% | -79.7% |
| All | -74.5% | -52.1% | -22.4% | -78.7% |
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