+38.9%
SYY vs ESTC
+23.7%
+15.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.4% |
| 7D | -0.2% | -3.3% | +3.1% | 0.0% |
| 30D | -2.7% | +13.4% | -16.2% | -4.2% |
| 3M | +5.9% | +41.3% | -35.5% | +2.0% |
| 6M | -2.3% | +62.6% | -64.9% | -7.6% |
| YTD | +13.1% | +14.8% | -1.7% | +10.3% |
| 1Y | +3.8% | -5.1% | +8.8% | +2.9% |
| 3Y | +26.7% | +11.2% | +15.6% | +17.4% |
| 5Y | +19.4% | -47.0% | +66.4% | +17.4% |
| All | +38.9% | +23.7% | +15.2% | -2.1% |
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