-0.9%
SLB vs ESTC
+24.6%
-25.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.5% |
| 7D | -4.3% | -3.6% | -0.7% | -3.8% |
| 30D | +1.9% | -11.2% | +13.1% | +3.4% |
| 3M | -5.7% | +14.3% | -20.0% | -7.9% |
| 6M | -5.3% | +67.0% | -72.3% | -12.6% |
| YTD | +32.2% | +15.7% | +16.5% | +27.3% |
| 1Y | +38.5% | -6.3% | +44.8% | +37.2% |
| 3Y | +1.1% | +14.5% | -13.4% | -7.0% |
| 5Y | +70.3% | -49.9% | +120.1% | +74.0% |
| All | -0.9% | +24.6% | -25.6% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling