+249.8%
SPYG vs ESTC
+31.2%
+218.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.8% |
| 7D | +0.4% | -8.1% | +8.5% | +2.0% |
| 30D | -0.4% | +31.7% | -32.1% | -6.7% |
| 3M | +0.5% | +41.1% | -40.5% | -7.3% |
| 6M | +17.5% | +77.1% | -59.6% | +2.4% |
| YTD | +14.3% | +21.7% | -7.4% | +7.1% |
| 1Y | +21.7% | +8.4% | +13.3% | +15.8% |
| 3Y | +98.6% | +23.6% | +75.0% | +71.7% |
| 5Y | +85.1% | -46.5% | +131.6% | +80.3% |
| All | +249.8% | +31.2% | +218.6% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling