-79.8%
SPXU vs ESTC
+11.0%
-90.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +0.8% |
| 7D | +1.3% | -3.3% | +4.6% | +0.5% |
| 30D | +5.1% | +13.4% | -8.3% | +10.1% |
| 3M | -9.1% | +41.3% | -50.5% | +2.3% |
| 6M | -29.6% | +62.6% | -92.2% | -16.3% |
| YTD | -27.7% | +14.8% | -42.4% | -22.3% |
| 1Y | -37.0% | -5.1% | -31.9% | -36.1% |
| All | -79.8% | +11.0% | -90.8% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling