-23.0%
SIRI vs ESTC
+14.8%
-37.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | -1.7% | +2.4% | -4.1% | -2.0% |
| 30D | +21.1% | -4.2% | +25.4% | +21.4% |
| 3M | +14.7% | +2.5% | +12.3% | +13.5% |
| 6M | +22.9% | +81.5% | -58.6% | +11.3% |
| YTD | +65.7% | +16.8% | +48.9% | +59.3% |
| 1Y | +53.5% | -3.5% | +56.9% | +52.1% |
| 3Y | -23.0% | +17.7% | -40.7% | -27.4% |
| All | -23.0% | +14.8% | -37.8% | -27.4% |
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