+15.6%
STM vs ESTC
+13.7%
+1.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -2.6% | +4.1% | +1.9% |
| 30D | -8.4% | -8.6% | +0.2% | -7.2% |
| 3M | -15.8% | +14.4% | -30.2% | -17.9% |
| 6M | -22.8% | +73.3% | -96.1% | -29.8% |
| YTD | +79.4% | +15.7% | +63.6% | +74.0% |
| 1Y | +97.0% | -7.6% | +104.6% | +98.7% |
| All | +15.6% | +13.7% | +1.9% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling