-41.8%
SIRI vs ESTC
-47.6%
+5.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.6% | -9.2% | +9.7% | +1.6% |
| 30D | +2.5% | +8.1% | -5.6% | +1.2% |
| 3M | +6.6% | +38.5% | -31.9% | +2.2% |
| 6M | +32.9% | +57.8% | -24.9% | +25.1% |
| YTD | +50.5% | +10.5% | +39.9% | +46.8% |
| 1Y | +28.0% | -6.4% | +34.3% | +26.8% |
| 3Y | -22.4% | +4.7% | -27.1% | -25.4% |
| All | -41.8% | -47.6% | +5.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling