+76.6%
SRE vs ESTC
+25.9%
+50.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +1.8% | +2.4% | -0.7% | +1.6% |
| 30D | -3.0% | -4.2% | +1.3% | -2.8% |
| 3M | -7.3% | +2.5% | -9.7% | -7.7% |
| 6M | -11.9% | +81.5% | -93.4% | -16.0% |
| YTD | -7.9% | +16.8% | -24.7% | -9.6% |
| 1Y | -11.1% | -3.5% | -7.7% | -11.7% |
| 3Y | +24.8% | +17.7% | +7.1% | +18.5% |
| 5Y | +52.4% | -51.7% | +104.1% | +54.0% |
| All | +76.6% | +25.9% | +50.7% | +36.8% |
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