+67.1%
ESTC vs SUNB
-4.1%
+71.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.5% |
| 7D | -4.3% | +3.4% | -7.7% | -3.7% |
| 30D | +17.7% | -14.5% | +32.2% | +14.8% |
| 3M | +42.3% | -13.8% | +56.1% | +39.7% |
| 6M | +64.6% | -5.9% | +70.5% | +68.8% |
| All | +67.1% | -4.1% | +71.1% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling