+56.4%
SAP vs ESTC
-46.4%
+102.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | 0.0% |
| 7D | -2.9% | -8.1% | +5.2% | -1.2% |
| 30D | +9.0% | +31.7% | -22.7% | +2.4% |
| 3M | +14.9% | +41.1% | -26.1% | +6.5% |
| 6M | +11.9% | +77.1% | -65.2% | -1.0% |
| YTD | -9.9% | +21.7% | -31.6% | -14.9% |
| 1Y | -19.5% | +8.4% | -27.9% | -22.9% |
| 3Y | +61.8% | +23.6% | +38.2% | +43.5% |
| All | +56.4% | -46.4% | +102.8% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling