+124.8%
SAP vs ESTC
+28.9%
+95.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +0.7% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | +10.5% | -8.1% | +18.7% | +12.1% |
| 3M | +15.2% | +20.2% | -5.0% | +9.7% |
| 6M | +36.7% | +72.7% | -36.1% | +20.8% |
| YTD | -0.6% | +19.6% | -20.2% | -6.0% |
| 1Y | -4.1% | +0.3% | -4.4% | -6.7% |
| 3Y | +73.2% | +22.8% | +50.4% | +53.0% |
| 5Y | +74.1% | -50.9% | +125.0% | +73.6% |
| All | +124.8% | +28.9% | +95.8% | +58.3% |
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