+8.9%
SRE vs ESTC
-6.1%
+15.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.7% |
| 7D | +1.5% | -3.3% | +4.8% | +1.2% |
| 30D | +0.8% | +13.4% | -12.6% | +2.1% |
| 3M | -5.8% | +41.3% | -47.1% | -2.6% |
| 6M | -7.8% | +62.6% | -70.4% | -3.1% |
| YTD | -2.4% | +14.8% | -17.1% | +0.3% |
| 1Y | +8.9% | -5.1% | +14.0% | +9.6% |
| All | +8.9% | -6.1% | +15.0% | +9.6% |
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