+67.8%
SAP vs ESTC
+13.7%
+54.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.5% | -2.6% | +0.2% | -2.0% |
| 30D | +7.5% | -8.6% | +16.1% | +9.1% |
| 3M | +11.6% | +14.4% | -2.7% | +7.4% |
| 6M | +37.6% | +73.3% | -35.7% | +22.1% |
| YTD | -2.0% | +15.7% | -17.7% | -7.6% |
| 1Y | -6.4% | -7.6% | +1.2% | -9.3% |
| All | +67.8% | +13.7% | +54.1% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling