+4.4%
ESTA vs SPY
+13.6%
-9.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.4% |
| 7D | +5.2% | +0.1% | +5.1% | +4.9% |
| 30D | -18.6% | +0.1% | -18.6% | -18.6% |
| 3M | -2.9% | +2.0% | -4.9% | -5.5% |
| 6M | +4.4% | +13.0% | -8.6% | -17.3% |
| All | +4.4% | +13.6% | -9.2% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling