+17.7%
ESTC vs SBAC
-6.5%
+24.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.4% |
| 30D | -4.2% | +5.5% | -9.7% | -4.4% |
| 3M | +2.5% | +3.1% | -0.6% | +2.4% |
| 6M | +81.5% | -7.0% | +88.5% | +80.2% |
| YTD | +16.8% | +0.5% | +16.3% | +15.6% |
| 1Y | -3.5% | +0.2% | -3.7% | -4.4% |
| 3Y | +17.7% | -7.4% | +25.1% | +11.5% |
| All | +17.7% | -6.5% | +24.3% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling