+178.5%
SO vs ESTC
+26.3%
+152.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.1% |
| 7D | +1.0% | -4.3% | +5.3% | +1.1% |
| 30D | -3.2% | +17.7% | -20.9% | -3.6% |
| 3M | -1.7% | +42.3% | -44.0% | -2.6% |
| 6M | -7.2% | +64.6% | -71.8% | -8.4% |
| YTD | +4.6% | +17.2% | -12.6% | +4.0% |
| 1Y | +1.2% | -4.2% | +5.4% | +1.2% |
| 3Y | +45.3% | +13.5% | +31.7% | +41.6% |
| 5Y | +58.7% | -45.5% | +104.3% | +58.4% |
| All | +178.5% | +26.3% | +152.2% | +138.3% |
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 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