+2.6%
SLB vs ESTC
+25.9%
-23.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +3.5% | +2.4% | +1.1% | +3.2% |
| 30D | +6.5% | -4.2% | +10.8% | +7.0% |
| 3M | -0.2% | +2.5% | -2.7% | -1.0% |
| 6M | -5.7% | +81.5% | -87.2% | -14.0% |
| YTD | +36.8% | +16.8% | +20.0% | +31.6% |
| 1Y | +45.8% | -3.5% | +49.2% | +43.7% |
| 3Y | +3.4% | +17.7% | -14.4% | -5.3% |
| 5Y | +76.1% | -51.7% | +127.9% | +81.9% |
| All | +2.6% | +25.9% | -23.4% | -31.7% |
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