+63.6%
ESTC vs SUNB
+1.6%
+62.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | -1.0% |
| 7D | -3.3% | +9.4% | -12.8% | -1.7% |
| 30D | +13.4% | -6.9% | +20.3% | +12.5% |
| 3M | +41.3% | -11.3% | +52.6% | +39.0% |
| 6M | +62.6% | -1.8% | +64.4% | +68.0% |
| All | +63.6% | +1.6% | +62.0% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling