+153.7%
STT vs ESTC
+28.9%
+124.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.6% | +2.4% |
| 7D | +0.9% | -1.2% | +2.1% | +1.1% |
| 30D | -2.3% | -8.1% | +5.8% | -1.1% |
| 3M | -7.0% | +20.2% | -27.2% | -10.5% |
| 6M | +15.5% | +72.7% | -57.3% | +3.7% |
| YTD | +35.6% | +19.6% | +16.0% | +28.6% |
| 1Y | +47.9% | +0.3% | +47.6% | +44.1% |
| 3Y | +181.1% | +22.8% | +158.3% | +149.2% |
| 5Y | +108.2% | -50.9% | +159.1% | +104.1% |
| All | +153.7% | +28.9% | +124.8% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling