+192.9%
SO vs ESTC
+28.9%
+163.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | +1.2% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | +8.6% | -8.1% | +16.7% | +8.7% |
| 3M | +1.8% | +20.2% | -18.4% | +1.2% |
| 6M | +3.6% | +72.7% | -69.1% | +2.1% |
| YTD | +9.9% | +19.6% | -9.7% | +9.2% |
| 1Y | +5.7% | +0.3% | +5.4% | +5.5% |
| 3Y | +52.5% | +22.8% | +29.7% | +48.2% |
| 5Y | +77.3% | -50.9% | +128.2% | +78.6% |
| All | +192.9% | +28.9% | +163.9% | +150.3% |
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