+12.3%
SUI vs ESTC
+25.2%
-12.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.2% |
| 7D | -2.8% | -8.1% | +5.3% | -2.6% |
| 30D | -1.2% | +31.7% | -32.9% | -2.1% |
| 3M | -1.7% | +41.1% | -42.8% | -2.9% |
| 6M | -10.5% | +77.1% | -87.5% | -12.2% |
| YTD | -1.8% | +21.7% | -23.5% | -2.6% |
| 1Y | -4.1% | +8.4% | -12.5% | -4.5% |
| All | +12.3% | +25.2% | -12.9% | +9.1% |
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