+173.1%
STM vs ESTC
+24.6%
+148.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.3% |
| 7D | -7.9% | -3.6% | -4.4% | -6.7% |
| 30D | -14.1% | -11.2% | -3.0% | -11.2% |
| 3M | -17.6% | +14.3% | -31.9% | -22.1% |
| 6M | -24.2% | +67.0% | -91.2% | -36.7% |
| YTD | +73.3% | +15.7% | +57.7% | +58.8% |
| 1Y | +90.1% | -6.3% | +96.3% | +84.8% |
| 3Y | +10.3% | +14.5% | -4.2% | -9.7% |
| 5Y | -5.7% | -49.9% | +44.1% | -6.0% |
| All | +173.1% | +24.6% | +148.5% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling