+37.0%
SOLS vs ESTC
+8.2%
+28.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +14.0% | +2.4% | +11.6% | +13.9% |
| 30D | +10.0% | -4.2% | +14.2% | +10.2% |
| 3M | +5.8% | +2.5% | +3.4% | +5.9% |
| 6M | -25.2% | +81.5% | -106.7% | -20.2% |
| YTD | +36.5% | +16.8% | +19.7% | +43.2% |
| 1Y | +45.0% | -3.5% | +48.5% | +50.9% |
| All | +37.0% | +8.2% | +28.8% | +41.0% |
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