+1,339.8%
STX vs ESTC
+28.9%
+1,310.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.9% | +4.9% | +8.9% |
| 7D | -14.8% | -1.2% | -13.6% | -14.4% |
| 30D | -35.4% | -8.1% | -27.2% | -34.2% |
| 3M | -37.7% | +20.2% | -57.8% | -40.1% |
| 6M | -35.2% | +72.7% | -108.0% | -42.5% |
| YTD | +84.4% | +19.6% | +64.7% | +73.5% |
| 1Y | +82.3% | +0.3% | +82.0% | +77.6% |
| 3Y | +646.2% | +22.8% | +623.4% | +554.6% |
| 5Y | +487.4% | -50.9% | +538.3% | +482.1% |
| All | +1,339.8% | +28.9% | +1,310.9% | +895.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling