-34.0%
STZ vs ESTC
+31.2%
-65.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.4% |
| 7D | -1.9% | -8.1% | +6.2% | -1.3% |
| 30D | -1.9% | +31.7% | -33.6% | -4.1% |
| 3M | -6.2% | +41.1% | -47.3% | -8.9% |
| 6M | -14.0% | +77.1% | -91.1% | -18.2% |
| YTD | -5.1% | +21.7% | -26.8% | -7.2% |
| 1Y | -9.6% | +8.4% | -17.9% | -10.9% |
| 3Y | -47.2% | +23.6% | -70.9% | -50.6% |
| 5Y | -33.6% | -46.5% | +12.9% | -33.8% |
| All | -34.0% | +31.2% | -65.1% | -49.4% |
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