+47.3%
SRE vs ESTC
-48.1%
+95.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.6% |
| 7D | -8.4% | -1.2% | -7.2% | -8.3% |
| 30D | -3.2% | -8.1% | +5.0% | -3.0% |
| 3M | -5.3% | +20.2% | -25.5% | -6.0% |
| 6M | -12.6% | +72.7% | -85.3% | -14.6% |
| YTD | -8.8% | +19.6% | -28.4% | -9.5% |
| 1Y | -13.4% | +0.3% | -13.7% | -13.5% |
| 3Y | +24.4% | +22.8% | +1.6% | +20.9% |
| 5Y | +47.3% | -50.9% | +98.2% | +37.3% |
| All | +47.3% | -48.1% | +95.4% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling