+31.1%
SOLS vs ESTC
+6.3%
+24.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.0% |
| 7D | +3.7% | -3.3% | +7.1% | +3.7% |
| 30D | +5.0% | +13.4% | -8.4% | +6.1% |
| 3M | -21.1% | +41.3% | -62.4% | -18.1% |
| 6M | -14.2% | +62.6% | -76.8% | -8.9% |
| YTD | +30.6% | +14.8% | +15.9% | +36.7% |
| All | +31.1% | +6.3% | +24.8% | +34.6% |
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