+122.4%
SAP vs ESTC
+25.9%
+96.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | +6.5% | -4.2% | +10.8% | +7.1% |
| 3M | +12.2% | +2.5% | +9.8% | +10.6% |
| 6M | +46.1% | +81.5% | -35.4% | +27.9% |
| YTD | -1.6% | +16.8% | -18.5% | -6.6% |
| 1Y | -5.1% | -3.5% | -1.7% | -7.0% |
| 3Y | +68.4% | +17.7% | +50.6% | +50.0% |
| 5Y | +79.4% | -51.7% | +131.2% | +79.6% |
| All | +122.4% | +25.9% | +96.4% | +57.4% |
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