+6.5%
SFM vs ESTC
+74.7%
-68.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +2.6% |
| 7D | -0.1% | -8.1% | +8.0% | -0.5% |
| 30D | -4.4% | +31.7% | -36.1% | -3.1% |
| 3M | +1.5% | +41.1% | -39.5% | +2.2% |
| 6M | +6.5% | +77.1% | -70.6% | +9.9% |
| All | +6.5% | +74.7% | -68.3% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling