+160.7%
SPMO vs ESTC
+11.7%
+148.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.9% |
| 7D | +3.4% | -4.3% | +7.7% | +3.8% |
| 30D | +0.5% | +17.7% | -17.2% | -1.5% |
| 3M | +1.9% | +42.3% | -40.4% | -2.4% |
| 6M | +27.8% | +64.6% | -36.7% | +19.9% |
| YTD | +26.7% | +17.2% | +9.5% | +23.6% |
| 1Y | +28.9% | -4.2% | +33.1% | +28.9% |
| 3Y | +160.7% | +13.5% | +147.2% | +155.4% |
| All | +160.7% | +11.7% | +148.9% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling