+493.7%
STLD vs ESTC
+25.9%
+467.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +2.9% | +2.4% | +0.5% | +2.5% |
| 30D | -5.6% | -4.2% | -1.3% | -5.1% |
| 3M | -11.7% | +2.5% | -14.2% | -12.8% |
| 6M | -2.8% | +81.5% | -84.3% | -13.2% |
| YTD | +36.4% | +16.8% | +19.6% | +29.6% |
| 1Y | +50.0% | -3.5% | +53.5% | +46.9% |
| 3Y | +122.3% | +17.7% | +104.6% | +99.6% |
| 5Y | +273.2% | -51.7% | +325.0% | +273.1% |
| All | +493.7% | +25.9% | +467.8% | +285.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling