+264.8%
SPMO vs ESTC
+25.9%
+238.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +6.3% | +2.4% | +3.9% | +5.9% |
| 30D | -8.9% | -4.2% | -4.6% | -8.3% |
| 3M | -13.2% | +2.5% | -15.7% | -14.1% |
| 6M | -9.3% | +81.5% | -90.8% | -18.8% |
| YTD | +11.6% | +16.8% | -5.3% | +6.4% |
| 1Y | +13.4% | -3.5% | +16.8% | +11.4% |
| 3Y | +122.9% | +17.7% | +105.2% | +101.1% |
| 5Y | +113.9% | -51.7% | +165.7% | +118.9% |
| All | +264.8% | +25.9% | +238.9% | +154.6% |
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