-49.7%
SE vs ESTC
+0.3%
-50.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -1.9% | +2.2% |
| 7D | +3.3% | -1.2% | +4.5% | +3.4% |
| 30D | -18.2% | -8.1% | -10.0% | -17.3% |
| 3M | -31.3% | +20.2% | -51.4% | -34.1% |
| 6M | -10.1% | +72.7% | -82.9% | -19.4% |
| YTD | -38.9% | +19.6% | -58.5% | -42.4% |
| All | -49.7% | +0.3% | -50.0% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling