+100.5%
SPYG vs ESTC
+11.7%
+88.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | 0.0% |
| 7D | +1.2% | -4.3% | +5.5% | +1.7% |
| 30D | -1.6% | +17.7% | -19.3% | -4.1% |
| 3M | +3.4% | +42.3% | -38.9% | -2.0% |
| 6M | +18.9% | +64.6% | -45.7% | +10.0% |
| YTD | +13.8% | +17.2% | -3.4% | +10.0% |
| 1Y | +20.6% | -4.2% | +24.8% | +19.6% |
| 3Y | +100.5% | +13.5% | +87.0% | +95.2% |
| All | +100.5% | +11.7% | +88.8% | +95.2% |
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