+85.9%
SPG vs ESTC
+31.2%
+54.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.3% |
| 7D | -2.4% | -8.1% | +5.7% | -1.2% |
| 30D | -6.8% | +31.7% | -38.5% | -11.3% |
| 3M | +2.7% | +41.1% | -38.4% | -3.6% |
| 6M | +5.5% | +77.1% | -71.6% | -5.2% |
| YTD | +15.7% | +21.7% | -6.0% | +9.9% |
| 1Y | +20.9% | +8.4% | +12.5% | +16.2% |
| 3Y | +112.4% | +23.6% | +88.8% | +88.3% |
| 5Y | +101.4% | -46.5% | +147.8% | +96.6% |
| All | +85.9% | +31.2% | +54.7% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling