-86.1%
SPXU vs ESTC
-49.0%
-37.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +0.4% |
| 7D | +6.4% | -13.2% | +19.5% | +0.5% |
| 30D | +5.9% | +9.3% | -3.4% | +11.3% |
| 3M | -11.7% | +37.3% | -49.0% | +3.0% |
| 6M | -28.7% | +61.0% | -89.7% | -9.6% |
| YTD | -26.4% | +10.7% | -37.0% | -19.8% |
| 1Y | -35.2% | -7.2% | -28.1% | -34.4% |
| 3Y | -79.8% | +7.2% | -87.0% | -73.1% |
| 5Y | -86.1% | -47.7% | -38.3% | -78.4% |
| All | -86.1% | -49.0% | -37.1% | -78.4% |
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 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