+218.2%
SPOT vs ESTC
+23.7%
+194.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -6.5% | -3.3% | -3.2% | -5.6% |
| 30D | +2.2% | +13.4% | -11.3% | -3.0% |
| 3M | +5.4% | +41.3% | -35.9% | -7.3% |
| 6M | -4.0% | +62.6% | -66.6% | -20.6% |
| YTD | -9.9% | +14.8% | -24.7% | -17.2% |
| 1Y | -27.3% | -5.1% | -22.2% | -29.4% |
| 3Y | +236.4% | +11.2% | +225.2% | +171.0% |
| 5Y | +112.6% | -47.0% | +159.6% | +105.2% |
| All | +218.2% | +23.7% | +194.5% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling