+51.9%
SUI vs ESTC
+25.9%
+25.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | -1.5% | +2.4% | -3.9% | -1.7% |
| 30D | +3.7% | -4.2% | +8.0% | +4.0% |
| 3M | -0.4% | +2.5% | -2.9% | -1.3% |
| 6M | -2.8% | +81.5% | -84.3% | -10.0% |
| YTD | -1.6% | +16.8% | -18.5% | -4.9% |
| 1Y | -2.1% | -3.5% | +1.4% | -3.4% |
| 3Y | +18.5% | +17.7% | +0.8% | +8.4% |
| 5Y | -26.5% | -51.7% | +25.2% | -27.9% |
| All | +51.9% | +25.9% | +25.9% | +14.3% |
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 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