+258.8%
STLD vs ESTC
-48.9%
+307.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.2% |
| 7D | -11.1% | -11.5% | +0.4% | -9.8% |
| 30D | -4.8% | -7.5% | +2.8% | -4.0% |
| 3M | -14.6% | +23.1% | -37.6% | -17.3% |
| 6M | -7.4% | +75.3% | -82.7% | -15.0% |
| YTD | +32.6% | +14.1% | +18.5% | +28.0% |
| 1Y | +47.3% | -0.6% | +47.9% | +44.7% |
| 3Y | +107.5% | +20.8% | +86.7% | +90.2% |
| All | +258.8% | -48.9% | +307.7% | +202.4% |
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 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