-35.2%
SFM vs ESTC
-5.7%
-29.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -7.1% | -2.6% | -4.4% | -7.1% |
| 30D | -21.4% | -8.6% | -12.8% | -21.4% |
| 3M | -40.1% | +14.4% | -54.4% | -39.7% |
| 6M | -38.0% | +73.3% | -111.3% | -38.3% |
| YTD | -36.5% | +15.7% | -52.3% | -37.8% |
| 1Y | -35.2% | -7.6% | -27.6% | -38.1% |
| All | -35.2% | -5.7% | -29.5% | -38.1% |
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