+113.5%
SONY vs ESTC
+23.7%
+89.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -4.9% | -3.3% | -1.6% | -4.4% |
| 30D | -1.6% | +13.4% | -15.0% | -4.2% |
| 3M | +10.0% | +41.3% | -31.3% | +3.0% |
| 6M | +8.4% | +62.6% | -54.2% | -1.6% |
| YTD | -8.4% | +14.8% | -23.2% | -12.3% |
| 1Y | -18.4% | -5.1% | -13.3% | -19.7% |
| 3Y | +41.0% | +11.2% | +29.8% | +26.2% |
| 5Y | +9.3% | -47.0% | +56.3% | +6.5% |
| All | +113.5% | +23.7% | +89.8% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling