-98.6%
SPXS vs ESTC
+25.9%
-124.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.8% |
| 7D | -7.5% | +2.4% | -9.9% | -6.2% |
| 30D | +5.3% | -4.2% | +9.6% | +4.5% |
| 3M | +9.7% | +2.5% | +7.2% | +13.8% |
| 6M | -4.6% | +81.5% | -86.0% | +33.2% |
| YTD | -25.8% | +16.8% | -42.6% | -14.8% |
| 1Y | -28.8% | -3.5% | -25.3% | -25.4% |
| 3Y | -80.2% | +17.7% | -97.9% | -71.6% |
| 5Y | -83.2% | -51.7% | -31.5% | -79.1% |
| All | -98.6% | +25.9% | -124.5% | -94.1% |
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 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