+76.3%
STT vs ESTC
+0.7%
+75.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.1% |
| 7D | +2.2% | -4.3% | +6.5% | +2.3% |
| 30D | +3.9% | +17.7% | -13.8% | +3.2% |
| 3M | +19.2% | +42.3% | -23.1% | +17.2% |
| 6M | +60.4% | +64.6% | -4.2% | +56.1% |
| YTD | +51.5% | +17.2% | +34.3% | +49.6% |
| 1Y | +76.3% | -4.2% | +80.5% | +80.2% |
| All | +76.3% | +0.7% | +75.6% | +80.2% |
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