+270.6%
SPOT vs ESTC
+24.7%
+245.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -3.0% | -2.6% | -0.3% | -2.2% |
| 30D | +15.2% | -8.6% | +23.8% | +17.6% |
| 3M | +21.6% | +14.4% | +7.2% | +13.9% |
| 6M | +45.2% | +73.3% | -28.1% | +17.1% |
| YTD | +4.9% | +15.7% | -10.8% | -4.8% |
| 1Y | -4.8% | -7.6% | +2.8% | -7.4% |
| 3Y | +256.3% | +14.6% | +241.7% | +182.4% |
| 5Y | +120.2% | -50.0% | +170.2% | +115.4% |
| All | +270.6% | +24.7% | +245.8% | +148.0% |
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