+20.7%
SFM vs ESTC
+18.0%
+2.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -7.1% | -5.0% |
| 7D | -1.2% | -11.5% | +10.3% | -0.6% |
| 30D | -24.8% | -7.5% | -17.2% | -24.5% |
| 3M | -43.7% | +23.1% | -66.8% | -44.5% |
| 6M | -37.3% | +75.3% | -112.5% | -39.8% |
| YTD | -38.4% | +14.1% | -52.5% | -39.2% |
| 1Y | -36.9% | -0.6% | -36.3% | -37.3% |
| 3Y | +20.7% | +20.8% | -0.1% | +18.7% |
| All | +20.7% | +18.0% | +2.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling