+69.5%
ESTC vs SUNB
+12.2%
+57.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -1.4% |
| 7D | -15.9% | -2.6% | -13.2% | -16.2% |
| 30D | -5.5% | +4.3% | -9.8% | -4.9% |
| 3M | +26.2% | +0.8% | +25.4% | +26.8% |
| 6M | +77.0% | +9.2% | +67.8% | +84.0% |
| All | +69.5% | +12.2% | +57.3% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling