+474.2%
STLD vs ESTC
+20.3%
+453.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.1% | -1.5% | -6.7% |
| 7D | -12.5% | -18.5% | +6.0% | -9.7% |
| 30D | -6.8% | -11.0% | +4.2% | -5.3% |
| 3M | -16.4% | +20.8% | -37.1% | -19.6% |
| 6M | -6.1% | +67.9% | -74.0% | -15.2% |
| YTD | +32.0% | +11.6% | +20.4% | +26.3% |
| 1Y | +45.5% | -3.3% | +48.8% | +42.2% |
| 3Y | +106.5% | +16.4% | +90.1% | +85.4% |
| 5Y | +267.2% | -49.9% | +317.0% | +262.5% |
| All | +474.2% | +20.3% | +453.9% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling