+202.7%
SFM vs ESTC
+31.2%
+171.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +3.1% |
| 7D | -0.1% | -8.1% | +8.0% | +0.4% |
| 30D | -4.4% | +31.7% | -36.1% | -6.1% |
| 3M | +1.5% | +41.1% | -39.5% | -0.9% |
| 6M | +6.5% | +77.1% | -70.6% | +2.3% |
| YTD | +2.2% | +21.7% | -19.5% | +0.2% |
| 1Y | -41.9% | +8.4% | -50.3% | -42.7% |
| 3Y | +106.8% | +23.6% | +83.1% | +99.1% |
| 5Y | +231.6% | -46.5% | +278.0% | +225.1% |
| All | +202.7% | +31.2% | +171.6% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling