+151.5%
SPMO vs ESTC
-46.4%
+197.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +2.7% | -3.3% | +6.1% | +3.0% |
| 30D | +1.1% | +13.4% | -12.4% | -0.9% |
| 3M | +2.0% | +41.3% | -39.3% | -2.8% |
| 6M | +26.5% | +62.6% | -36.1% | +17.8% |
| YTD | +26.5% | +14.8% | +11.7% | +22.7% |
| 1Y | +27.9% | -5.1% | +33.0% | +26.8% |
| 3Y | +160.4% | +11.2% | +149.2% | +144.7% |
| 5Y | +151.5% | -47.0% | +198.5% | +143.3% |
| All | +151.5% | -46.4% | +197.9% | +143.3% |
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