+19.3%
SYY vs ESTC
-47.2%
+66.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.1% |
| 7D | -2.8% | -4.3% | +1.5% | -2.6% |
| 30D | -5.3% | +17.7% | -23.0% | -6.2% |
| 3M | +5.1% | +42.3% | -37.2% | +2.9% |
| 6M | -5.0% | +64.6% | -69.6% | -7.9% |
| YTD | +10.7% | +17.2% | -6.5% | +9.3% |
| 1Y | +0.7% | -4.2% | +4.9% | +0.5% |
| 3Y | +24.0% | +13.5% | +10.5% | +17.7% |
| 5Y | +19.3% | -45.5% | +64.8% | +10.2% |
| All | +19.3% | -47.2% | +66.5% | +10.2% |
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