+306.1%
SPMO vs ESTC
+19.3%
+286.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.7% | -1.3% |
| 7D | +0.1% | -13.2% | +13.2% | +2.3% |
| 30D | -0.7% | +9.3% | -10.0% | -2.8% |
| 3M | +2.8% | +37.3% | -34.5% | -3.3% |
| 6M | +24.4% | +61.0% | -36.6% | +13.1% |
| YTD | +24.2% | +10.7% | +13.5% | +19.5% |
| 1Y | +24.5% | -7.2% | +31.7% | +22.9% |
| 3Y | +155.6% | +7.2% | +148.4% | +133.8% |
| 5Y | +148.2% | -47.7% | +195.9% | +147.3% |
| All | +306.1% | +19.3% | +286.8% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling