+54.1%
SUI vs ESTC
+23.0%
+31.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | +6.2% | -11.5% | +17.7% | +7.5% |
| 30D | +8.6% | -7.5% | +16.1% | +9.2% |
| 3M | +1.0% | +23.1% | -22.1% | -2.0% |
| 6M | -2.6% | +75.3% | -77.9% | -9.5% |
| YTD | -0.1% | +14.1% | -14.2% | -3.2% |
| 1Y | +0.5% | -0.6% | +1.0% | -1.3% |
| 3Y | +15.3% | +20.8% | -5.6% | +4.9% |
| 5Y | -26.1% | -48.8% | +22.6% | -28.3% |
| All | +54.1% | +23.0% | +31.2% | +16.3% |
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