-98.7%
SPXS vs ESTC
+31.2%
-129.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | -0.9% |
| 7D | -0.1% | -8.1% | +8.0% | -3.7% |
| 30D | +0.8% | +31.7% | -30.9% | +16.5% |
| 3M | -4.7% | +41.1% | -45.8% | +14.8% |
| 6M | -29.6% | +77.1% | -106.7% | -3.9% |
| YTD | -29.8% | +21.7% | -51.5% | -19.2% |
| 1Y | -38.9% | +8.4% | -47.3% | -33.1% |
| 3Y | -79.6% | +23.6% | -103.2% | -70.4% |
| 5Y | -85.9% | -46.5% | -39.5% | -81.5% |
| All | -98.7% | +31.2% | -129.9% | -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 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