+135.4%
SPG vs ESTC
+13.7%
+121.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.7% | -2.6% | +5.4% | +2.9% |
| 30D | +16.6% | -8.6% | +25.1% | +17.1% |
| 3M | +8.1% | +14.4% | -6.3% | +6.4% |
| 6M | +19.3% | +73.3% | -54.0% | +13.0% |
| YTD | +31.1% | +15.7% | +15.3% | +28.6% |
| 1Y | +32.8% | -7.6% | +40.3% | +33.5% |
| All | +135.4% | +13.7% | +121.7% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling