+31.8%
SRE vs ESTC
+11.7%
+20.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +1.7% |
| 7D | +1.4% | -4.3% | +5.7% | +1.5% |
| 30D | +1.9% | +17.7% | -15.8% | +1.6% |
| 3M | -3.3% | +42.3% | -45.6% | -3.8% |
| 6M | -6.4% | +64.6% | -71.0% | -7.3% |
| YTD | -1.8% | +17.2% | -19.0% | -1.7% |
| 1Y | +10.7% | -4.2% | +14.9% | +11.8% |
| 3Y | +31.8% | +13.5% | +18.3% | +29.9% |
| All | +31.8% | +11.7% | +20.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling