-46.2%
ESTC vs SPY
+82.0%
-128.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.8% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +31.7% | +0.1% | +31.6% | +32.0% |
| 3M | +41.1% | +2.0% | +39.1% | +36.3% |
| 6M | +77.1% | +13.0% | +64.1% | +42.2% |
| YTD | +21.7% | +13.5% | +8.2% | -2.7% |
| 1Y | +8.4% | +20.0% | -11.6% | -22.1% |
| 3Y | +23.6% | +77.2% | -53.6% | -57.8% |
| All | -46.2% | +82.0% | -128.3% | -81.1% |
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