+52.0%
STT vs ESTC
+1.6%
+50.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | -0.1% | -15.9% | +15.8% | +0.9% |
| 30D | -1.7% | -5.5% | +3.8% | -1.4% |
| 3M | -6.4% | +26.2% | -32.6% | -7.6% |
| 6M | +17.7% | +77.0% | -59.3% | +12.8% |
| YTD | +36.9% | +18.9% | +18.0% | +36.1% |
| 1Y | +52.0% | +1.3% | +50.7% | +52.7% |
| All | +52.0% | +1.6% | +50.5% | +52.7% |
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 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