+114.4%
SPMO vs ESTC
-52.1%
+166.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +6.3% | +2.4% | +3.9% | +6.0% |
| 30D | -8.9% | -4.2% | -4.6% | -8.4% |
| 3M | -13.2% | +2.5% | -15.7% | -13.8% |
| 6M | -9.3% | +81.5% | -90.8% | -16.4% |
| YTD | +11.6% | +16.8% | -5.3% | +8.0% |
| 1Y | +13.4% | -3.5% | +16.8% | +12.3% |
| 3Y | +122.9% | +17.7% | +105.2% | +108.5% |
| All | +114.4% | -52.1% | +166.4% | +101.5% |
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