+21.0%
STM vs ESTC
-46.4%
+67.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.9% |
| 7D | +5.8% | -8.1% | +13.9% | +7.7% |
| 30D | -1.0% | +31.7% | -32.7% | -8.6% |
| 3M | -33.3% | +41.1% | -74.3% | -39.6% |
| 6M | +57.4% | +77.1% | -19.7% | +32.3% |
| YTD | +102.2% | +21.7% | +80.5% | +86.6% |
| 1Y | +99.6% | +8.4% | +91.2% | +88.1% |
| 3Y | +14.5% | +23.6% | -9.1% | -6.0% |
| All | +21.0% | -46.4% | +67.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling