+171.6%
ESTA vs SPY
+202.9%
-31.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.4% |
| 7D | +9.5% | -0.6% | +10.1% | +10.4% |
| 30D | +9.0% | -3.7% | +12.7% | +14.9% |
| 3M | -10.4% | -2.7% | -7.7% | -6.8% |
| 6M | -6.3% | +2.2% | -8.5% | -8.8% |
| YTD | -7.8% | +10.8% | -18.6% | -18.9% |
| 1Y | -0.7% | +11.2% | -11.9% | -13.2% |
| 3Y | +210.1% | +76.5% | +133.6% | +59.3% |
| 5Y | -3.5% | +72.9% | -76.5% | -47.9% |
| All | +171.6% | +202.9% | -31.3% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling