+17.0%
SUI vs ESTC
+15.4%
+1.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +0.8% |
| 7D | +8.8% | -18.5% | +27.3% | +9.3% |
| 30D | +8.9% | -11.0% | +19.9% | +9.2% |
| 3M | +2.0% | +20.8% | -18.7% | +1.2% |
| 6M | -0.6% | +67.9% | -68.5% | -2.6% |
| YTD | +1.3% | +11.6% | -10.3% | +0.6% |
| 1Y | +1.3% | -3.3% | +4.5% | +1.1% |
| All | +17.0% | +15.4% | +1.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling