+0.5%
ESTA vs SPY
+81.8%
-81.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +2.3% |
| 7D | +8.3% | +0.5% | +7.7% | +7.2% |
| 30D | -2.8% | -0.9% | -1.8% | -1.2% |
| 3M | +0.6% | +3.9% | -3.3% | -5.9% |
| 6M | +6.9% | +14.5% | -7.6% | -14.3% |
| YTD | +3.3% | +12.9% | -9.6% | -15.3% |
| 1Y | +96.9% | +19.4% | +77.5% | +46.4% |
| 3Y | +39.5% | +78.5% | -39.0% | -42.8% |
| 5Y | +0.5% | +81.8% | -81.2% | -57.5% |
| All | +0.5% | +81.8% | -81.2% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling