+98.3%
STM vs ESTC
-3.5%
+101.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +12.0% | +2.4% | +9.6% | +11.9% |
| 30D | -0.4% | -4.2% | +3.9% | -0.1% |
| 3M | -13.2% | +2.5% | -15.6% | -12.9% |
| 6M | -26.1% | +81.5% | -107.6% | -27.5% |
| YTD | +81.2% | +16.8% | +64.3% | +90.0% |
| 1Y | +98.3% | -3.5% | +101.8% | +113.2% |
| All | +98.3% | -3.5% | +101.8% | +113.2% |
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 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