+708.1%
STX vs ESTC
+13.7%
+694.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.0% |
| 7D | -1.0% | -2.6% | +1.7% | -0.6% |
| 30D | -26.8% | -8.6% | -18.2% | -26.0% |
| 3M | -32.7% | +14.4% | -47.1% | -33.5% |
| 6M | -33.7% | +73.3% | -107.0% | -37.5% |
| YTD | +101.0% | +15.7% | +85.3% | +99.0% |
| 1Y | +92.7% | -7.6% | +100.3% | +97.5% |
| All | +708.1% | +13.7% | +694.5% | +720.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling