-29.3%
STZ vs ESTC
-51.0%
+21.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -0.9% | -2.6% | +1.7% | -0.9% |
| 30D | +14.9% | -8.6% | +23.5% | +15.2% |
| 3M | +8.4% | +14.4% | -5.9% | +7.6% |
| 6M | +2.8% | +73.3% | -70.5% | +0.3% |
| YTD | +7.5% | +15.7% | -8.2% | +6.7% |
| 1Y | +12.5% | -7.6% | +20.1% | +12.9% |
| 3Y | -35.4% | +14.6% | -50.0% | -37.7% |
| 5Y | -29.3% | -50.0% | +20.7% | -32.4% |
| All | -29.3% | -51.0% | +21.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling