+154.5%
STT vs ESTC
-46.4%
+200.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.8% |
| 7D | +0.5% | -8.1% | +8.6% | +1.7% |
| 30D | +3.9% | +31.7% | -27.8% | -0.9% |
| 3M | +20.0% | +41.1% | -21.1% | +12.9% |
| 6M | +55.3% | +77.1% | -21.8% | +40.1% |
| YTD | +53.3% | +21.7% | +31.6% | +46.3% |
| 1Y | +74.7% | +8.4% | +66.3% | +68.7% |
| 3Y | +205.8% | +23.6% | +182.2% | +172.9% |
| All | +154.5% | -46.4% | +200.9% | +119.8% |
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