+103.1%
STT vs ESTC
-52.1%
+155.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +4.8% | +2.4% | +2.4% | +4.4% |
| 30D | +3.9% | -4.2% | +8.2% | +4.5% |
| 3M | -8.2% | +2.5% | -10.6% | -9.1% |
| 6M | +15.6% | +81.5% | -65.9% | +4.0% |
| YTD | +37.6% | +16.8% | +20.8% | +31.7% |
| 1Y | +50.1% | -3.5% | +53.6% | +47.8% |
| 3Y | +183.1% | +17.7% | +165.3% | +154.4% |
| All | +103.1% | -52.1% | +155.2% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling