-41.0%
SIRI vs ESTC
+19.1%
-60.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.6% | -9.2% | +9.7% | +1.8% |
| 30D | +2.5% | +8.1% | -5.6% | +0.9% |
| 3M | +6.6% | +38.5% | -31.9% | +1.3% |
| 6M | +32.9% | +57.8% | -24.9% | +23.4% |
| YTD | +50.5% | +10.5% | +39.9% | +45.9% |
| 1Y | +28.0% | -6.4% | +34.3% | +26.4% |
| 3Y | -22.4% | +4.7% | -27.1% | -26.9% |
| 5Y | -41.3% | -47.8% | +6.5% | -41.4% |
| All | -41.0% | +19.1% | -60.1% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling