+65.8%
SW vs ESTC
+31.2%
+34.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.8% |
| 7D | -5.1% | -8.1% | +3.0% | -4.2% |
| 30D | -4.6% | +31.7% | -36.3% | -8.2% |
| 3M | +9.4% | +41.1% | -31.7% | +4.2% |
| 6M | +3.5% | +77.1% | -73.6% | -4.7% |
| YTD | +22.0% | +21.7% | +0.3% | +17.4% |
| 1Y | +2.2% | +8.4% | -6.2% | -0.6% |
| 3Y | +19.6% | +23.6% | -4.0% | +10.7% |
| 5Y | -2.3% | -46.5% | +44.1% | -5.5% |
| All | +65.8% | +31.2% | +34.6% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling