+110.3%
SPG vs ESTC
+24.6%
+85.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +1.1% |
| 7D | +5.6% | -3.6% | +9.1% | +6.1% |
| 30D | +17.6% | -11.2% | +28.8% | +19.4% |
| 3M | +7.5% | +14.3% | -6.9% | +4.2% |
| 6M | +18.5% | +67.0% | -48.4% | +7.6% |
| YTD | +30.9% | +15.7% | +15.3% | +24.8% |
| 1Y | +34.1% | -6.3% | +40.4% | +32.0% |
| 3Y | +135.5% | +14.5% | +121.0% | +111.5% |
| 5Y | +86.5% | -49.9% | +136.4% | +83.9% |
| All | +110.3% | +24.6% | +85.7% | +39.5% |
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