-26.2%
SPXS vs ESTC
-6.1%
-20.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +1.5% |
| 7D | -9.5% | +5.8% | -15.2% | -8.3% |
| 30D | +7.4% | -5.6% | +13.0% | +6.8% |
| 3M | +6.1% | +15.4% | -9.3% | +9.7% |
| 6M | -7.3% | +77.8% | -85.1% | +3.3% |
| YTD | -26.7% | +18.1% | -44.8% | -22.5% |
| 1Y | -26.2% | -3.7% | -22.5% | -22.7% |
| All | -26.2% | -6.1% | -20.1% | -22.7% |
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 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