-35.0%
SFM vs ESTC
+1.6%
-36.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.6% |
| 7D | -12.3% | -15.9% | +3.6% | -12.2% |
| 30D | -16.2% | -5.5% | -10.7% | -16.1% |
| 3M | -36.8% | +26.2% | -63.0% | -36.5% |
| 6M | -32.6% | +77.0% | -109.6% | -33.1% |
| YTD | -31.7% | +18.9% | -50.6% | -32.9% |
| 1Y | -35.0% | +1.3% | -36.3% | -36.3% |
| All | -35.0% | +1.6% | -36.5% | -36.3% |
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 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