+32.1%
SOLS vs ESTC
+12.7%
+19.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.3% | +3.8% |
| 7D | +0.3% | -8.1% | +8.4% | +0.3% |
| 30D | +2.1% | +31.7% | -29.6% | +4.1% |
| 3M | -24.1% | +41.1% | -65.2% | -21.6% |
| 6M | -15.0% | +77.1% | -92.0% | -9.6% |
| YTD | +31.6% | +21.7% | +9.9% | +37.7% |
| All | +32.1% | +12.7% | +19.4% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling