+33.8%
SOLS vs ESTC
+8.5%
+25.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +4.9% | +1.3% |
| 7D | +4.5% | -4.3% | +8.8% | +4.5% |
| 30D | +6.0% | +17.7% | -11.7% | +7.2% |
| 3M | -19.7% | +42.3% | -62.0% | -16.7% |
| 6M | -10.4% | +64.6% | -75.0% | -4.9% |
| YTD | +33.3% | +17.2% | +16.0% | +39.4% |
| All | +33.8% | +8.5% | +25.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling