-45.4%
SFM vs ESTC
+0.7%
-46.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.7% | -2.8% | -6.6% |
| 7D | -5.8% | -4.3% | -1.5% | -6.0% |
| 30D | -11.4% | +17.7% | -29.1% | -10.6% |
| 3M | -12.2% | +42.3% | -54.5% | -11.3% |
| 6M | -5.2% | +64.6% | -69.7% | -3.8% |
| YTD | -4.5% | +17.2% | -21.7% | -7.2% |
| 1Y | -45.4% | -4.2% | -41.2% | -48.8% |
| All | -45.4% | +0.7% | -46.1% | -48.8% |
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