+511.0%
STLD vs ESTC
+24.6%
+486.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.3% | +7.1% | +4.3% |
| 7D | -4.7% | -3.6% | -1.1% | -4.1% |
| 30D | -0.9% | -11.2% | +10.2% | +0.7% |
| 3M | -11.9% | +14.3% | -26.2% | -14.5% |
| 6M | +0.9% | +67.0% | -66.1% | -8.7% |
| YTD | +40.4% | +15.7% | +24.8% | +33.6% |
| 1Y | +56.6% | -6.3% | +62.8% | +54.0% |
| 3Y | +125.5% | +14.5% | +111.0% | +103.4% |
| 5Y | +292.8% | -49.9% | +342.7% | +289.0% |
| All | +511.0% | +24.6% | +486.4% | +297.3% |
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