-85.9%
SPXS vs ESTC
-47.2%
-38.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +0.1% |
| 7D | -1.5% | -4.3% | +2.8% | -3.1% |
| 30D | +3.7% | +17.7% | -14.0% | +12.3% |
| 3M | -9.6% | +42.3% | -51.9% | +6.9% |
| 6M | -32.4% | +64.6% | -97.0% | -13.6% |
| YTD | -28.7% | +17.2% | -45.9% | -20.5% |
| 1Y | -38.1% | -4.2% | -33.9% | -36.6% |
| 3Y | -80.1% | +13.5% | -93.6% | -72.9% |
| 5Y | -85.9% | -45.5% | -40.4% | -78.1% |
| All | -85.9% | -47.2% | -38.7% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling