-0.2%
STZ vs ESTC
+84.1%
-84.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.3% |
| 7D | +13.0% | -15.9% | +28.8% | +13.5% |
| 30D | +29.4% | -5.5% | +34.9% | +29.0% |
| 3M | +11.6% | +26.2% | -14.6% | +9.0% |
| 6M | -0.2% | +77.0% | -77.2% | -3.8% |
| All | -0.2% | +84.1% | -84.3% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling