-24.0%
SIRI vs ESTC
+11.0%
-35.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -3.9% | -3.3% | -0.6% | -3.5% |
| 30D | -0.8% | +13.4% | -14.3% | -2.9% |
| 3M | +4.3% | +41.3% | -37.0% | -1.0% |
| 6M | +34.1% | +62.6% | -28.5% | +24.3% |
| YTD | +47.3% | +14.8% | +32.5% | +42.8% |
| 1Y | +22.9% | -5.1% | +28.0% | +22.3% |
| All | -24.0% | +11.0% | -35.0% | -26.4% |
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