-98.7%
SPXS vs ESTC
+23.7%
-122.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +0.5% |
| 7D | +1.2% | -3.3% | +4.6% | -0.1% |
| 30D | +5.2% | +13.4% | -8.3% | +13.1% |
| 3M | -9.2% | +41.3% | -50.5% | +9.5% |
| 6M | -29.6% | +62.6% | -92.2% | -7.6% |
| YTD | -27.6% | +14.8% | -42.4% | -18.9% |
| 1Y | -36.7% | -5.1% | -31.7% | -35.1% |
| 3Y | -79.8% | +11.2% | -91.0% | -72.2% |
| 5Y | -85.9% | -47.0% | -38.9% | -81.4% |
| All | -98.7% | +23.7% | -122.3% | -94.4% |
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