-35.8%
STZ vs ESTC
+15.4%
-51.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.7% |
| 7D | +11.8% | -18.5% | +30.3% | +11.8% |
| 30D | +26.0% | -11.0% | +37.0% | +25.9% |
| 3M | +11.5% | +20.8% | -9.2% | +11.4% |
| 6M | -2.0% | +67.9% | -69.9% | -2.0% |
| YTD | +7.9% | +11.6% | -3.8% | +8.6% |
| 1Y | +13.9% | -3.3% | +17.2% | +15.0% |
| All | -35.8% | +15.4% | -51.2% | -36.5% |
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 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