+9.0%
ESTC vs SARO
-22.5%
+31.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.6% |
| 7D | -9.2% | -3.1% | -6.1% | -8.3% |
| 30D | +8.1% | -12.2% | +20.3% | +12.1% |
| 3M | +38.5% | -7.4% | +45.8% | +39.8% |
| 6M | +57.8% | -15.3% | +73.0% | +63.4% |
| YTD | +10.5% | -16.2% | +26.7% | +15.4% |
| 1Y | -6.4% | -12.1% | +5.7% | -4.3% |
| All | +9.0% | -22.5% | +31.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling