+26.3%
ESTC vs SPY
+197.3%
-171.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -2.9% |
| 7D | -4.3% | +0.5% | -4.8% | -4.9% |
| 30D | +17.7% | -0.9% | +18.7% | +19.6% |
| 3M | +42.3% | +3.9% | +38.4% | +34.7% |
| 6M | +64.6% | +14.5% | +50.0% | +35.0% |
| YTD | +17.2% | +12.9% | +4.3% | -1.5% |
| 1Y | -4.2% | +19.4% | -23.6% | -26.1% |
| 3Y | +13.5% | +78.5% | -64.9% | -50.2% |
| 5Y | -45.5% | +81.8% | -127.3% | -75.1% |
| All | +26.3% | +197.3% | -171.0% | -66.4% |
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 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