+154.9%
STM vs ESTC
+23.0%
+131.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.8% |
| 7D | -10.7% | -11.5% | +0.8% | -7.5% |
| 30D | -25.7% | -7.5% | -18.2% | -24.1% |
| 3M | -21.6% | +23.1% | -44.6% | -27.4% |
| 6M | -27.8% | +75.3% | -103.1% | -40.6% |
| YTD | +61.8% | +14.1% | +47.7% | +48.7% |
| 1Y | +78.1% | -0.6% | +78.7% | +69.7% |
| 3Y | +4.9% | +20.8% | -15.9% | -16.0% |
| 5Y | -14.3% | -48.8% | +34.5% | -15.5% |
| All | +154.9% | +23.0% | +131.9% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling