+338.3%
SU vs ESTC
-47.6%
+385.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.2% | -9.2% | +11.4% | +2.9% |
| 30D | +8.4% | +8.1% | +0.4% | +7.5% |
| 3M | +12.1% | +38.5% | -26.4% | +8.9% |
| 6M | +19.7% | +57.8% | -38.1% | +14.8% |
| YTD | +58.4% | +10.5% | +47.9% | +55.8% |
| 1Y | +67.2% | -6.4% | +73.6% | +66.5% |
| 3Y | +125.0% | +4.7% | +120.4% | +116.1% |
| All | +338.3% | -47.6% | +385.9% | +341.4% |
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