-7.7%
SRE vs ESTC
+1.6%
-9.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.9% |
| 7D | -2.1% | -15.9% | +13.8% | -3.2% |
| 30D | +6.1% | -5.5% | +11.6% | +5.7% |
| 3M | -3.5% | +26.2% | -29.7% | -1.6% |
| 6M | -10.8% | +77.0% | -87.8% | -6.6% |
| YTD | -4.0% | +18.9% | -22.9% | -0.9% |
| 1Y | -7.7% | +1.3% | -9.0% | -5.9% |
| All | -7.7% | +1.6% | -9.2% | -5.9% |
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