+51.8%
STLD vs ESTC
-6.1%
+58.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.7% |
| 7D | +6.9% | +5.8% | +1.1% | +7.1% |
| 30D | -1.5% | -5.6% | +4.1% | -1.7% |
| 3M | -9.7% | +15.4% | -25.1% | -8.3% |
| 6M | +2.3% | +77.8% | -75.5% | +7.4% |
| YTD | +41.0% | +18.1% | +23.0% | +43.2% |
| 1Y | +51.8% | -3.7% | +55.5% | +54.4% |
| All | +51.8% | -6.1% | +58.0% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling