+76.4%
SLB vs ESTC
-52.1%
+128.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +3.5% | +2.4% | +1.1% | +3.3% |
| 30D | +6.5% | -4.2% | +10.8% | +6.8% |
| 3M | -0.2% | +2.5% | -2.7% | -0.7% |
| 6M | -5.7% | +81.5% | -87.2% | -10.7% |
| YTD | +36.8% | +16.8% | +20.0% | +34.0% |
| 1Y | +45.8% | -3.5% | +49.2% | +45.0% |
| 3Y | +3.4% | +17.7% | -14.4% | -0.8% |
| All | +76.4% | -52.1% | +128.4% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling