+46.2%
SLB vs ESTC
+1.6%
+44.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -4.1% | -15.9% | +11.8% | -3.5% |
| 30D | +2.5% | -5.5% | +8.1% | +2.8% |
| 3M | +2.0% | +26.2% | -24.2% | +1.9% |
| 6M | -6.3% | +77.0% | -83.4% | -6.6% |
| YTD | +36.5% | +18.9% | +17.7% | +40.6% |
| 1Y | +46.2% | +1.3% | +44.9% | +52.0% |
| All | +46.2% | +1.6% | +44.7% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling