+125.5%
STLD vs ESTC
+19.0%
+106.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.3% | +7.1% | +4.0% |
| 7D | -4.7% | -3.6% | -1.1% | -4.4% |
| 30D | -0.9% | -11.2% | +10.2% | -0.1% |
| 3M | -11.9% | +14.3% | -26.2% | -13.3% |
| 6M | +0.9% | +67.0% | -66.1% | -4.7% |
| YTD | +40.4% | +15.7% | +24.8% | +37.6% |
| 1Y | +56.6% | -6.3% | +62.8% | +57.7% |
| 3Y | +125.5% | +14.5% | +111.0% | +123.9% |
| All | +125.5% | +19.0% | +106.4% | +123.9% |
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