-24.9%
STZ vs ESTC
+20.3%
-45.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.2% |
| 7D | +11.8% | -18.5% | +30.3% | +13.3% |
| 30D | +26.0% | -11.0% | +37.0% | +26.8% |
| 3M | +11.5% | +20.8% | -9.2% | +9.4% |
| 6M | -2.0% | +67.9% | -69.9% | -6.4% |
| YTD | +7.9% | +11.6% | -3.8% | +5.9% |
| 1Y | +13.9% | -3.3% | +17.2% | +13.0% |
| 3Y | -35.8% | +16.4% | -52.3% | -39.8% |
| 5Y | -28.4% | -49.9% | +21.4% | -28.5% |
| All | -24.9% | +20.3% | -45.2% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling