-50.1%
STZ vs ESTC
+11.7%
-61.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.9% | -5.6% |
| 7D | -7.4% | -4.3% | -3.1% | -7.4% |
| 30D | -10.9% | +17.7% | -28.6% | -10.9% |
| 3M | -13.4% | +42.3% | -55.7% | -13.3% |
| 6M | -16.2% | +64.6% | -80.8% | -15.9% |
| YTD | -10.4% | +17.2% | -27.7% | -9.7% |
| 1Y | -14.8% | -4.2% | -10.6% | -13.8% |
| 3Y | -50.1% | +13.5% | -63.7% | -50.1% |
| All | -50.1% | +11.7% | -61.9% | -50.1% |
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