+138.7%
SU vs ESTC
+19.3%
+119.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.3% |
| 7D | +1.7% | -13.2% | +14.8% | +3.3% |
| 30D | +9.6% | +9.3% | +0.3% | +8.0% |
| 3M | +11.7% | +37.3% | -25.6% | +6.9% |
| 6M | +21.9% | +61.0% | -39.1% | +13.9% |
| YTD | +58.6% | +10.7% | +48.0% | +54.3% |
| 1Y | +66.5% | -7.2% | +73.7% | +64.9% |
| 3Y | +121.4% | +7.2% | +114.2% | +105.9% |
| 5Y | +355.7% | -47.7% | +403.4% | +354.7% |
| All | +138.7% | +19.3% | +119.4% | +68.9% |
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 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