+292.6%
STLD vs ESTC
-46.4%
+339.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.1% |
| 7D | +3.1% | -8.1% | +11.3% | +4.1% |
| 30D | -9.0% | +31.7% | -40.7% | -12.6% |
| 3M | -12.4% | +41.1% | -53.4% | -16.8% |
| 6M | +25.5% | +77.1% | -51.6% | +14.9% |
| YTD | +43.6% | +21.7% | +21.9% | +37.7% |
| 1Y | +87.2% | +8.4% | +78.8% | +81.7% |
| 3Y | +135.2% | +23.6% | +111.6% | +115.1% |
| All | +292.6% | -46.4% | +339.0% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling