-30.4%
SPXS vs ESTC
+1.6%
-32.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -5.0% |
| 7D | +2.2% | -15.9% | +18.0% | -0.8% |
| 30D | +3.8% | -5.5% | +9.3% | +2.9% |
| 3M | +3.3% | +26.2% | -22.9% | +8.4% |
| 6M | -16.7% | +77.0% | -93.7% | -7.2% |
| YTD | -28.5% | +18.9% | -47.4% | -24.8% |
| 1Y | -30.4% | +1.3% | -31.7% | -27.5% |
| All | -30.4% | +1.6% | -32.0% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling