+52.5%
SOXX vs ESTC
+1.6%
+51.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -3.1% |
| 7D | -13.7% | -15.9% | +2.2% | -13.5% |
| 30D | -23.6% | -5.5% | -18.1% | -23.3% |
| 3M | -16.9% | +26.2% | -43.1% | -16.4% |
| 6M | -2.4% | +77.0% | -79.4% | -1.6% |
| YTD | +49.8% | +18.9% | +30.9% | +57.0% |
| 1Y | +52.5% | +1.3% | +51.2% | +62.4% |
| All | +52.5% | +1.6% | +51.0% | +62.4% |
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