+31.2%
ESTC vs SPY
+198.9%
-167.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.9% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +31.7% | +0.1% | +31.6% | +31.9% |
| 3M | +41.1% | +2.0% | +39.1% | +37.2% |
| 6M | +77.1% | +13.0% | +64.1% | +48.0% |
| YTD | +21.7% | +13.5% | +8.2% | +1.4% |
| 1Y | +8.4% | +20.0% | -11.6% | -17.1% |
| 3Y | +23.6% | +77.2% | -53.6% | -45.3% |
| 5Y | -46.5% | +81.9% | -128.3% | -75.6% |
| All | +31.2% | +198.9% | -167.8% | -65.4% |
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