+63.5%
SW vs ESTC
+28.1%
+35.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +4.9% | +4.2% |
| 7D | +12.1% | -15.9% | +27.9% | +14.3% |
| 30D | +6.6% | -5.5% | +12.1% | +7.1% |
| 3M | -6.0% | +26.2% | -32.2% | -9.3% |
| 6M | +21.5% | +77.0% | -55.6% | +11.9% |
| YTD | +20.3% | +18.9% | +1.5% | +15.8% |
| 1Y | +28.1% | +1.3% | +26.9% | +25.6% |
| 3Y | +51.6% | +24.0% | +27.6% | +40.2% |
| 5Y | -0.1% | -47.7% | +47.5% | -3.3% |
| All | +63.5% | +28.1% | +35.4% | +39.4% |
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