-80.9%
SPXU vs ESTC
+13.7%
-94.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +1.5% | -2.6% | +4.2% | +1.2% |
| 30D | +6.4% | -8.6% | +14.9% | +4.5% |
| 3M | +4.2% | +14.4% | -10.1% | +10.6% |
| 6M | -7.8% | +73.3% | -81.1% | +12.5% |
| YTD | -27.5% | +15.7% | -43.3% | -21.2% |
| 1Y | -27.1% | -7.6% | -19.6% | -26.3% |
| All | -80.9% | +13.7% | -94.6% | -78.3% |
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