+39.5%
ESTA vs SPY
+78.7%
-39.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +2.4% |
| 7D | +8.3% | +0.5% | +7.7% | +7.0% |
| 30D | -2.8% | -0.9% | -1.8% | -1.0% |
| 3M | +0.6% | +3.9% | -3.3% | -6.9% |
| 6M | +6.9% | +14.5% | -7.6% | -17.5% |
| YTD | +3.3% | +12.9% | -9.6% | -18.2% |
| 1Y | +96.9% | +19.4% | +77.5% | +38.4% |
| 3Y | +39.5% | +78.5% | -39.0% | -64.6% |
| All | +39.5% | +78.7% | -39.3% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling