+123.8%
STX vs ESTC
+1.6%
+122.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.3% | -8.2% |
| 7D | -20.2% | -15.9% | -4.3% | -21.0% |
| 30D | -37.2% | -5.5% | -31.7% | -37.2% |
| 3M | -34.1% | +26.2% | -60.3% | -32.0% |
| 6M | -24.5% | +77.0% | -101.5% | -20.0% |
| YTD | +102.9% | +18.9% | +84.1% | +125.9% |
| 1Y | +123.8% | +1.3% | +122.5% | +155.7% |
| All | +123.8% | +1.6% | +122.2% | +155.7% |
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