+77.5%
SO vs ESTC
-49.1%
+126.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.4% |
| 7D | -0.9% | +5.8% | -6.7% | -0.9% |
| 30D | +4.9% | -5.6% | +10.5% | +4.9% |
| 3M | +0.8% | +15.4% | -14.7% | +0.9% |
| 6M | +0.6% | +77.8% | -77.2% | +0.9% |
| YTD | +8.7% | +18.1% | -9.4% | +9.0% |
| 1Y | +4.0% | -3.7% | +7.6% | +4.4% |
| 3Y | +50.6% | +16.9% | +33.7% | +49.1% |
| 5Y | +77.5% | -51.2% | +128.7% | +69.2% |
| All | +77.5% | -49.1% | +126.6% | +69.2% |
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