+4.9%
STM vs ESTC
+18.0%
-13.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +4.1% |
| 7D | -10.7% | -11.5% | +0.8% | -9.2% |
| 30D | -25.7% | -7.5% | -18.2% | -24.9% |
| 3M | -21.6% | +23.1% | -44.6% | -24.4% |
| 6M | -27.8% | +75.3% | -103.1% | -34.5% |
| YTD | +61.8% | +14.1% | +47.7% | +57.2% |
| 1Y | +78.1% | -0.6% | +78.7% | +76.9% |
| 3Y | +4.9% | +20.8% | -15.9% | +1.8% |
| All | +4.9% | +18.0% | -13.1% | +1.8% |
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 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