-41.3%
SIRI vs ESTC
+31.2%
-72.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.0% |
| 7D | +1.6% | -8.1% | +9.7% | +2.6% |
| 30D | -4.7% | +31.7% | -36.4% | -8.6% |
| 3M | +5.3% | +41.1% | -35.8% | -0.2% |
| 6M | +30.5% | +77.1% | -46.6% | +19.4% |
| YTD | +49.6% | +21.7% | +27.9% | +43.3% |
| 1Y | +28.5% | +8.4% | +20.1% | +24.4% |
| 3Y | -27.5% | +23.6% | -51.1% | -33.2% |
| 5Y | -44.7% | -46.5% | +1.8% | -44.8% |
| All | -41.3% | +31.2% | -72.5% | -57.4% |
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 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