+234.3%
SPYG vs ESTC
+24.7%
+209.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | -2.6% | +1.1% | -1.0% |
| 30D | -7.2% | -8.6% | +1.4% | -5.6% |
| 3M | -4.6% | +14.4% | -19.0% | -8.2% |
| 6M | -1.2% | +73.3% | -74.5% | -13.4% |
| YTD | +9.3% | +15.7% | -6.4% | +3.1% |
| 1Y | +8.8% | -7.6% | +16.4% | +7.3% |
| 3Y | +93.3% | +14.6% | +78.7% | +70.1% |
| 5Y | +71.7% | -50.0% | +121.7% | +69.9% |
| All | +234.3% | +24.7% | +209.6% | +129.5% |
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