-41.9%
SWKS vs ESTC
-48.1%
+6.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -0.3% |
| 7D | -2.7% | -1.2% | -1.6% | -2.5% |
| 30D | +8.5% | -8.1% | +16.6% | +10.2% |
| 3M | +17.3% | +20.2% | -2.9% | +10.6% |
| 6M | +25.1% | +72.7% | -47.6% | +7.5% |
| YTD | +33.3% | +19.6% | +13.7% | +23.3% |
| 1Y | +22.9% | +0.3% | +22.6% | +18.3% |
| 3Y | +5.5% | +22.8% | -17.3% | -12.0% |
| 5Y | -41.9% | -50.9% | +9.0% | -46.4% |
| All | -41.9% | -48.1% | +6.2% | -46.4% |
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 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