+26.3%
ESTC vs SBAC
+35.6%
-9.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | +17.7% | +3.2% | +14.5% | +16.6% |
| 3M | +42.3% | -5.1% | +47.3% | +44.9% |
| 6M | +64.6% | -2.1% | +66.7% | +63.0% |
| YTD | +17.2% | -0.5% | +17.7% | +14.2% |
| 1Y | -4.2% | +1.1% | -5.3% | -7.5% |
| 3Y | +13.5% | -7.4% | +21.0% | +7.0% |
| 5Y | -45.5% | -44.3% | -1.2% | -31.0% |
| All | +26.3% | +35.6% | -9.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling