+14.2%
SLB vs ESTC
+31.2%
-17.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.8% |
| 7D | +0.8% | -8.1% | +8.9% | +1.9% |
| 30D | +15.8% | +31.7% | -15.9% | +11.2% |
| 3M | -0.3% | +41.1% | -41.4% | -5.4% |
| 6M | +21.3% | +77.1% | -55.7% | +10.9% |
| YTD | +52.3% | +21.7% | +30.6% | +46.0% |
| 1Y | +63.6% | +8.4% | +55.2% | +58.6% |
| 3Y | +3.8% | +23.6% | -19.9% | -5.7% |
| 5Y | +128.6% | -46.5% | +175.1% | +131.1% |
| All | +14.2% | +31.2% | -17.0% | -24.3% |
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