+84.6%
SPYG vs ESTC
-47.2%
+131.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.2% |
| 7D | +1.2% | -4.3% | +5.5% | +1.9% |
| 30D | -1.6% | +17.7% | -19.3% | -5.2% |
| 3M | +3.4% | +42.3% | -38.9% | -4.3% |
| 6M | +18.9% | +64.6% | -45.7% | +6.3% |
| YTD | +13.8% | +17.2% | -3.4% | +8.0% |
| 1Y | +20.6% | -4.2% | +24.8% | +18.4% |
| 3Y | +100.5% | +13.5% | +87.0% | +78.5% |
| 5Y | +84.6% | -45.5% | +130.1% | +71.8% |
| All | +84.6% | -47.2% | +131.8% | +71.8% |
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