-25.2%
SWKS vs ESTC
+25.2%
-50.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.1% |
| 7D | +12.5% | -8.1% | +20.6% | +13.7% |
| 30D | +10.5% | +31.7% | -21.2% | +5.4% |
| 3M | -7.4% | +41.1% | -48.4% | -12.7% |
| 6M | +32.7% | +77.1% | -44.4% | +20.0% |
| YTD | +19.2% | +21.7% | -2.5% | +13.9% |
| 1Y | +2.4% | +8.4% | -6.0% | -0.7% |
| All | -25.2% | +25.2% | -50.4% | -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 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