+489.2%
SPCX vs ESTC
-14.6%
+503.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +1.3% |
| 7D | +3.6% | +2.4% | +1.2% | -1.5% |
| 30D | -8.6% | -4.2% | -4.3% | -5.6% |
| 3M | -1.5% | +2.5% | -4.0% | -28.8% |
| 6M | +532.9% | +74.3% | +458.5% | +69.5% |
| YTD | +538.6% | +16.8% | +521.7% | +71.0% |
| 1Y | +442.9% | -3.5% | +446.3% | +45.5% |
| All | +489.2% | -14.6% | +503.8% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling