+159.6%
SPGI vs ESTC
+31.2%
+128.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.7% |
| 7D | +0.1% | -8.1% | +8.2% | +1.7% |
| 30D | +8.4% | +31.7% | -23.3% | +2.2% |
| 3M | +11.8% | +41.1% | -29.2% | +3.9% |
| 6M | +5.7% | +77.1% | -71.4% | -6.5% |
| YTD | -9.7% | +21.7% | -31.4% | -14.7% |
| 1Y | -12.5% | +8.4% | -20.8% | -16.1% |
| 3Y | +21.8% | +23.6% | -1.8% | +6.2% |
| 5Y | +8.2% | -46.5% | +54.6% | +5.8% |
| All | +159.6% | +31.2% | +128.4% | +72.2% |
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