+96.5%
STM vs ESTC
+1.6%
+94.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.0% |
| 7D | -6.0% | -15.9% | +9.8% | -5.7% |
| 30D | -20.9% | -5.5% | -15.4% | -20.8% |
| 3M | -15.8% | +26.2% | -42.0% | -16.2% |
| 6M | -17.0% | +77.0% | -94.1% | -18.3% |
| YTD | +76.8% | +18.9% | +57.9% | +84.4% |
| 1Y | +96.5% | +1.3% | +95.2% | +107.8% |
| All | +96.5% | +1.6% | +94.9% | +107.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling