+28.9%
ESTC vs SPY
+192.9%
-163.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +1.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -8.1% | -3.3% | -4.8% | -3.3% |
| 3M | +20.2% | -2.4% | +22.6% | +25.2% |
| 6M | +72.7% | +2.6% | +70.2% | +67.3% |
| YTD | +19.6% | +11.2% | +8.4% | +3.0% |
| 1Y | +0.3% | +13.4% | -13.1% | -16.1% |
| 3Y | +22.8% | +79.9% | -57.1% | -46.5% |
| 5Y | -50.9% | +72.2% | -123.1% | -76.0% |
| All | +28.9% | +192.9% | -163.9% | -64.9% |
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