-0.9%
SLB vs ESTC
+23.0%
-23.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | +0.3% |
| 7D | -7.1% | -11.5% | +4.4% | -5.6% |
| 30D | +4.1% | -7.5% | +11.6% | +5.1% |
| 3M | -2.6% | +23.1% | -25.7% | -5.9% |
| 6M | -8.6% | +75.3% | -83.8% | -16.2% |
| YTD | +32.2% | +14.1% | +18.1% | +27.6% |
| 1Y | +40.7% | -0.6% | +41.2% | +38.1% |
| 3Y | -4.5% | +20.8% | -25.3% | -13.0% |
| 5Y | +66.4% | -48.8% | +115.1% | +68.8% |
| All | -0.9% | +23.0% | -23.9% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling