+243.8%
SPYG vs ESTC
+19.3%
+224.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.1% |
| 7D | -1.8% | -13.2% | +11.3% | +1.0% |
| 30D | -1.9% | +9.3% | -11.3% | -4.5% |
| 3M | +5.2% | +37.3% | -32.2% | -2.6% |
| 6M | +15.6% | +61.0% | -45.4% | +2.7% |
| YTD | +12.4% | +10.7% | +1.8% | +7.2% |
| 1Y | +17.5% | -7.2% | +24.6% | +15.5% |
| 3Y | +98.1% | +7.2% | +90.9% | +76.6% |
| 5Y | +84.9% | -47.7% | +132.6% | +80.5% |
| All | +243.8% | +19.3% | +224.6% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling