+312.1%
SPMO vs ESTC
+31.2%
+280.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.3% |
| 7D | +2.0% | -8.1% | +10.1% | +3.3% |
| 30D | -0.4% | +31.7% | -32.0% | -5.3% |
| 3M | -1.9% | +41.1% | -42.9% | -8.1% |
| 6M | +25.0% | +77.1% | -52.0% | +12.0% |
| YTD | +26.0% | +21.7% | +4.3% | +19.5% |
| 1Y | +28.7% | +8.4% | +20.3% | +23.8% |
| 3Y | +160.9% | +23.6% | +137.3% | +133.0% |
| 5Y | +147.9% | -46.5% | +194.4% | +147.6% |
| All | +312.1% | +31.2% | +280.9% | +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 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