+186.9%
STT vs ESTC
+31.2%
+155.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.9% |
| 7D | +0.5% | -8.1% | +8.6% | +1.8% |
| 30D | +3.9% | +31.7% | -27.8% | -1.4% |
| 3M | +20.0% | +41.1% | -21.1% | +12.2% |
| 6M | +55.3% | +77.1% | -21.8% | +38.6% |
| YTD | +53.3% | +21.7% | +31.6% | +45.3% |
| 1Y | +74.7% | +8.4% | +66.3% | +67.8% |
| 3Y | +205.8% | +23.6% | +182.2% | +170.7% |
| 5Y | +145.0% | -46.5% | +191.5% | +136.2% |
| All | +186.9% | +31.2% | +155.8% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling