+19.6%
SW vs ESTC
+25.2%
-5.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.8% |
| 7D | -5.1% | -8.1% | +3.0% | -4.1% |
| 30D | -4.6% | +31.7% | -36.3% | -8.5% |
| 3M | +9.4% | +41.1% | -31.7% | +3.8% |
| 6M | +3.5% | +77.1% | -73.6% | -5.5% |
| YTD | +22.0% | +21.7% | +0.3% | +17.6% |
| 1Y | +2.2% | +8.4% | -6.2% | -0.3% |
| All | +19.6% | +25.2% | -5.6% | +5.8% |
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