+183.0%
SFM vs ESTC
+26.3%
+156.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.7% | -2.8% | -6.3% |
| 7D | -5.8% | -4.3% | -1.5% | -5.6% |
| 30D | -11.4% | +17.7% | -29.1% | -12.4% |
| 3M | -12.2% | +42.3% | -54.5% | -14.3% |
| 6M | -5.2% | +64.6% | -69.7% | -8.5% |
| YTD | -4.5% | +17.2% | -21.7% | -6.1% |
| 1Y | -45.4% | -4.2% | -41.2% | -45.7% |
| 3Y | +91.1% | +13.5% | +77.6% | +84.9% |
| 5Y | +226.8% | -45.5% | +272.3% | +220.0% |
| All | +183.0% | +26.3% | +156.7% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling