+270.6%
SPMO vs ESTC
+27.2%
+243.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | +9.8% | +5.8% | +4.0% | +8.8% |
| 30D | -9.2% | -5.6% | -3.6% | -8.4% |
| 3M | -11.0% | +15.4% | -26.4% | -13.6% |
| 6M | -6.6% | +77.8% | -84.4% | -16.2% |
| YTD | +13.3% | +18.1% | -4.7% | +7.9% |
| 1Y | +12.7% | -3.7% | +16.3% | +10.7% |
| 3Y | +127.5% | +16.9% | +110.6% | +105.5% |
| 5Y | +117.4% | -51.2% | +168.6% | +122.0% |
| All | +270.6% | +27.2% | +243.4% | +158.3% |
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 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