+201.1%
ESTA vs SPY
+207.2%
-6.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.4% |
| 7D | -0.5% | -0.4% | -0.2% | -0.2% |
| 30D | -0.7% | -1.4% | +0.6% | +1.1% |
| 3M | -6.7% | +3.7% | -10.4% | -11.2% |
| 6M | +7.9% | +13.0% | -5.1% | -7.8% |
| YTD | +2.2% | +12.4% | -10.2% | -12.0% |
| 1Y | +90.0% | +18.5% | +71.5% | +52.2% |
| 3Y | +38.0% | +77.6% | -39.6% | -29.7% |
| 5Y | -2.3% | +81.7% | -84.0% | -50.1% |
| All | +201.1% | +207.2% | -6.1% | -5.0% |
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