+230.0%
SPOT vs ESTC
+31.2%
+198.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -1.7% |
| 7D | -0.9% | -8.1% | +7.2% | +1.6% |
| 30D | +12.5% | +31.7% | -19.2% | +1.6% |
| 3M | +9.9% | +41.1% | -31.2% | -3.3% |
| 6M | +1.6% | +77.1% | -75.5% | -18.3% |
| YTD | -6.6% | +21.7% | -28.3% | -15.7% |
| 1Y | -22.9% | +8.4% | -31.3% | -28.4% |
| 3Y | +244.3% | +23.6% | +220.7% | +166.6% |
| 5Y | +117.8% | -46.5% | +164.3% | +109.6% |
| All | +230.0% | +31.2% | +198.8% | +119.5% |
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 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