+14.3%
SWKS vs ESTC
+24.6%
-10.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | -3.1% | -3.6% | +0.4% | -2.3% |
| 30D | +8.3% | -11.2% | +19.5% | +11.4% |
| 3M | +20.2% | +14.3% | +5.9% | +13.6% |
| 6M | +24.9% | +67.0% | -42.1% | +5.2% |
| YTD | +33.2% | +15.7% | +17.5% | +22.0% |
| 1Y | +23.6% | -6.3% | +29.8% | +19.6% |
| 3Y | +1.3% | +14.5% | -13.2% | -16.4% |
| 5Y | -40.6% | -49.9% | +9.3% | -40.9% |
| All | +14.3% | +24.6% | -10.3% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling