+2,470.6%
STX vs ESTC
+26.3%
+2,444.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.7% | +10.2% | +7.1% |
| 7D | +10.7% | -4.3% | +15.0% | +11.4% |
| 30D | +11.3% | +17.7% | -6.4% | +7.1% |
| 3M | +3.2% | +42.3% | -39.1% | -4.7% |
| 6M | +157.0% | +64.6% | +92.4% | +128.4% |
| YTD | +229.2% | +17.2% | +212.0% | +210.2% |
| 1Y | +381.8% | -4.2% | +386.1% | +371.8% |
| 3Y | +1,383.2% | +13.5% | +1,369.7% | +1,215.7% |
| 5Y | +1,144.9% | -45.5% | +1,190.4% | +1,100.8% |
| All | +2,470.6% | +26.3% | +2,444.3% | +1,679.3% |
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