+1.2%
SLB vs ESTC
+24.7%
-23.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -1.2% | -2.6% | +1.5% | -0.8% |
| 30D | +4.5% | -8.6% | +13.1% | +5.6% |
| 3M | -4.6% | +14.4% | -18.9% | -6.8% |
| 6M | -6.3% | +73.3% | -79.6% | -13.9% |
| YTD | +35.0% | +15.7% | +19.2% | +30.0% |
| 1Y | +38.8% | -7.6% | +46.4% | +37.7% |
| 3Y | +3.3% | +14.6% | -11.3% | -5.0% |
| 5Y | +73.6% | -50.0% | +123.7% | +77.6% |
| All | +1.2% | +24.7% | -23.6% | -32.6% |
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