-53.0%
SWKS vs ESTC
-46.4%
-6.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.5% |
| 7D | +12.5% | -8.1% | +20.6% | +14.4% |
| 30D | +10.5% | +31.7% | -21.2% | +2.6% |
| 3M | -7.4% | +41.1% | -48.4% | -15.6% |
| 6M | +32.7% | +77.1% | -44.4% | +13.4% |
| YTD | +19.2% | +21.7% | -2.5% | +10.4% |
| 1Y | +2.4% | +8.4% | -6.0% | -3.3% |
| 3Y | -25.6% | +23.6% | -49.2% | -37.9% |
| All | -53.0% | -46.4% | -6.6% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling