+183.4%
STT vs ESTC
+26.3%
+157.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.6% |
| 7D | +2.2% | -4.3% | +6.5% | +2.8% |
| 30D | +3.9% | +17.7% | -13.8% | +0.5% |
| 3M | +19.2% | +42.3% | -23.1% | +11.3% |
| 6M | +60.4% | +64.6% | -4.2% | +44.9% |
| YTD | +51.5% | +17.2% | +34.3% | +44.4% |
| 1Y | +76.3% | -4.2% | +80.5% | +73.1% |
| 3Y | +200.7% | +13.5% | +187.2% | +170.5% |
| 5Y | +157.5% | -45.5% | +203.0% | +147.0% |
| All | +183.4% | +26.3% | +157.1% | +90.3% |
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