+185.6%
ESTA vs SPY
+206.9%
-21.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +3.4% |
| 7D | +5.6% | -0.9% | +6.5% | +6.9% |
| 30D | +14.7% | -2.4% | +17.1% | +18.8% |
| 3M | -4.8% | -1.2% | -3.7% | -3.1% |
| 6M | -1.1% | +3.3% | -4.4% | -5.0% |
| YTD | -3.0% | +12.3% | -15.3% | -16.1% |
| 1Y | +3.3% | +12.4% | -9.2% | -11.0% |
| 3Y | +226.1% | +78.8% | +147.3% | +64.7% |
| 5Y | +2.0% | +75.2% | -73.2% | -45.9% |
| All | +185.6% | +206.9% | -21.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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