+13.7%
SPGI vs ESTC
-52.1%
+65.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.2% | +2.4% | -1.2% | +0.8% |
| 30D | +15.9% | -4.2% | +20.2% | +16.4% |
| 3M | +12.3% | +2.5% | +9.8% | +11.0% |
| 6M | +23.7% | +81.5% | -57.8% | +10.7% |
| YTD | -3.5% | +16.8% | -20.4% | -8.0% |
| 1Y | +0.4% | -3.5% | +3.9% | -1.7% |
| 3Y | +29.9% | +17.7% | +12.2% | +16.3% |
| All | +13.7% | -52.1% | +65.8% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling