+36.3%
SYY vs ESTC
+31.2%
+5.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.9% |
| 7D | -2.3% | -8.1% | +5.8% | -1.6% |
| 30D | -4.9% | +31.7% | -36.6% | -7.6% |
| 3M | +8.4% | +41.1% | -32.7% | +4.4% |
| 6M | -7.4% | +77.1% | -84.4% | -13.1% |
| YTD | +11.0% | +21.7% | -10.7% | +7.7% |
| 1Y | -0.2% | +8.4% | -8.6% | -2.4% |
| 3Y | +23.8% | +23.6% | +0.2% | +13.3% |
| 5Y | +18.1% | -46.5% | +64.6% | +16.5% |
| All | +36.3% | +31.2% | +5.2% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling