+200.7%
SPYM vs ESTC
+23.7%
+177.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -0.4% | -3.3% | +3.0% | +0.1% |
| 30D | -1.4% | +13.4% | -14.8% | -3.9% |
| 3M | +3.7% | +41.3% | -37.6% | -2.8% |
| 6M | +13.0% | +62.6% | -49.5% | +2.8% |
| YTD | +12.5% | +14.8% | -2.3% | +7.7% |
| 1Y | +18.6% | -5.1% | +23.7% | +16.7% |
| 3Y | +78.0% | +11.2% | +66.9% | +61.2% |
| 5Y | +82.3% | -47.0% | +129.3% | +78.1% |
| All | +200.7% | +23.7% | +177.0% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling