+84.4%
SFM vs ESTC
+28.9%
+55.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.7% |
| 7D | -10.2% | -1.2% | -9.0% | -10.2% |
| 30D | -23.9% | -8.1% | -15.8% | -23.6% |
| 3M | -42.3% | +20.2% | -62.4% | -43.0% |
| 6M | -40.1% | +72.7% | -112.9% | -42.4% |
| YTD | -37.8% | +19.6% | -57.4% | -38.9% |
| 1Y | -37.1% | +0.3% | -37.3% | -37.7% |
| 3Y | +21.5% | +22.8% | -1.3% | +17.1% |
| 5Y | +103.8% | -50.9% | +154.6% | +100.9% |
| All | +84.4% | +28.9% | +55.4% | +59.2% |
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