+352.5%
STX vs ESTC
+4.6%
+347.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +6.0% |
| 7D | +2.4% | -8.1% | +10.5% | +1.8% |
| 30D | +1.4% | +31.7% | -30.3% | +3.5% |
| 3M | -8.2% | +41.1% | -49.3% | -5.0% |
| 6M | +127.0% | +77.1% | +50.0% | +135.2% |
| YTD | +209.1% | +21.7% | +187.5% | +238.6% |
| All | +352.5% | +4.6% | +347.9% | +483.5% |
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 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