+121.3%
SAP vs ESTC
+24.6%
+96.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.9% |
| 7D | +1.5% | -3.6% | +5.0% | +2.1% |
| 30D | +8.8% | -11.2% | +20.0% | +11.1% |
| 3M | +12.1% | +14.3% | -2.2% | +7.9% |
| 6M | +34.6% | +67.0% | -32.4% | +19.8% |
| YTD | -2.1% | +15.7% | -17.8% | -6.8% |
| 1Y | -5.5% | -6.3% | +0.7% | -6.9% |
| 3Y | +67.4% | +14.5% | +52.9% | +50.1% |
| 5Y | +74.6% | -49.9% | +124.4% | +73.2% |
| All | +121.3% | +24.6% | +96.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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