+67.8%
SPYG vs ESTC
-52.1%
+119.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +2.3% | +2.4% | -0.1% | +1.9% |
| 30D | -6.5% | -4.2% | -2.2% | -5.8% |
| 3M | -6.8% | +2.5% | -9.3% | -8.0% |
| 6M | -3.1% | +81.5% | -84.6% | -14.8% |
| YTD | +8.0% | +16.8% | -8.8% | +2.4% |
| 1Y | +10.2% | -3.5% | +13.7% | +8.1% |
| 3Y | +91.0% | +17.7% | +73.3% | +68.7% |
| All | +67.8% | -52.1% | +119.9% | +55.7% |
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 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