+87.2%
SRE vs ESTC
+23.7%
+63.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.4% |
| 7D | +1.5% | -3.3% | +4.8% | +1.6% |
| 30D | +0.8% | +13.4% | -12.6% | -0.2% |
| 3M | -5.8% | +41.3% | -47.1% | -8.3% |
| 6M | -7.8% | +62.6% | -70.4% | -11.4% |
| YTD | -2.4% | +14.8% | -17.1% | -4.0% |
| 1Y | +8.9% | -5.1% | +14.0% | +8.4% |
| 3Y | +31.1% | +11.2% | +19.9% | +25.1% |
| 5Y | +48.6% | -47.0% | +95.6% | +48.2% |
| All | +87.2% | +23.7% | +63.5% | +45.3% |
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 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