-61.8%
SPCH vs ESTC
+45.8%
-107.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.8% |
| 7D | +26.5% | +5.8% | +20.7% | +23.1% |
| 30D | -24.8% | -5.6% | -19.2% | -22.1% |
| 3M | -19.3% | +15.4% | -34.8% | -27.1% |
| All | -61.8% | +45.8% | -107.7% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · Available span rolling