+1,211.4%
STX vs ESTC
+23.0%
+1,188.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -28.5% | -11.5% | -17.0% | -26.7% |
| 30D | -42.9% | -7.5% | -35.4% | -41.9% |
| 3M | -45.9% | +23.1% | -69.0% | -48.3% |
| 6M | -41.3% | +75.3% | -116.6% | -48.1% |
| YTD | +67.9% | +14.1% | +53.8% | +59.3% |
| 1Y | +66.5% | -0.6% | +67.1% | +62.2% |
| 3Y | +588.0% | +20.8% | +567.2% | +503.6% |
| 5Y | +449.1% | -48.8% | +497.8% | +437.9% |
| All | +1,211.4% | +23.0% | +1,188.4% | +813.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling