+123.2%
SBUX vs ESTC
+31.2%
+92.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.5% |
| 7D | -3.1% | -8.1% | +5.0% | -1.9% |
| 30D | -0.9% | +31.7% | -32.6% | -6.0% |
| 3M | +11.6% | +41.1% | -29.4% | +4.3% |
| 6M | +8.8% | +77.1% | -68.3% | -3.1% |
| YTD | +26.3% | +21.7% | +4.6% | +19.4% |
| 1Y | +23.1% | +8.4% | +14.7% | +18.0% |
| 3Y | +15.0% | +23.6% | -8.7% | +1.2% |
| 5Y | +0.4% | -46.5% | +46.8% | -3.0% |
| All | +123.2% | +31.2% | +92.0% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling