+107.5%
STLD vs ESTC
+18.0%
+89.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.3% |
| 7D | -11.1% | -11.5% | +0.4% | -10.3% |
| 30D | -4.8% | -7.5% | +2.8% | -4.3% |
| 3M | -14.6% | +23.1% | -37.6% | -16.5% |
| 6M | -7.4% | +75.3% | -82.7% | -13.0% |
| YTD | +32.6% | +14.1% | +18.5% | +30.1% |
| 1Y | +47.3% | -0.6% | +47.9% | +46.9% |
| 3Y | +107.5% | +20.8% | +86.7% | +106.9% |
| All | +107.5% | +18.0% | +89.5% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling