+101.5%
SFM vs ESTC
-48.9%
+150.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -39.7% |
| YTD | -38.4% | +14.1% | -52.5% | -39.3% |
| 1Y | -36.9% | -0.6% | -36.3% | -37.4% |
| 3Y | +20.7% | +20.8% | -0.1% | +16.7% |
| All | +101.5% | -48.9% | +150.4% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling