+142.1%
SU vs ESTC
+25.9%
+116.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | -7.9% | -4.2% | -3.6% | -7.5% |
| 3M | +7.5% | +2.5% | +5.1% | +6.6% |
| 6M | +7.2% | +81.5% | -74.3% | -1.1% |
| YTD | +60.9% | +16.8% | +44.1% | +55.3% |
| 1Y | +63.6% | -3.5% | +67.1% | +61.4% |
| 3Y | +128.9% | +17.7% | +111.2% | +110.4% |
| 5Y | +228.3% | -51.7% | +280.0% | +234.6% |
| All | +142.1% | +25.9% | +116.2% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling