-60.5%
SPCH vs ESTC
+47.8%
-108.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.9% | +7.1% | +9.3% |
| 7D | +6.2% | -1.2% | +7.4% | +7.2% |
| 30D | -28.1% | -8.1% | -20.0% | -24.9% |
| 3M | -0.5% | +20.2% | -20.7% | -13.2% |
| All | -60.5% | +47.8% | -108.3% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling