+89.4%
STM vs ESTC
+0.3%
+89.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +6.5% |
| 7D | -5.6% | -1.2% | -4.4% | -5.6% |
| 30D | -14.4% | -8.1% | -6.3% | -14.3% |
| 3M | -20.5% | +20.2% | -40.6% | -20.8% |
| 6M | -24.5% | +72.7% | -97.3% | -25.7% |
| YTD | +72.7% | +19.6% | +53.0% | +80.6% |
| All | +89.4% | +0.3% | +89.1% | +103.1% |
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