+104.9%
SPG vs ESTC
+23.0%
+81.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +4.9% | -11.5% | +16.4% | +6.8% |
| 30D | +15.6% | -7.5% | +23.1% | +16.6% |
| 3M | +4.1% | +23.1% | -19.0% | -0.2% |
| 6M | +13.6% | +75.3% | -61.7% | +2.2% |
| YTD | +27.5% | +14.1% | +13.4% | +21.8% |
| 1Y | +32.2% | -0.6% | +32.8% | +28.8% |
| 3Y | +126.0% | +20.8% | +105.2% | +100.6% |
| 5Y | +74.7% | -48.8% | +123.5% | +71.3% |
| All | +104.9% | +23.0% | +81.9% | +36.2% |
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 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