+11.3%
SPYM vs ESTC
-3.0%
+14.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -0.6% | -3.6% | +3.0% | -0.3% |
| 30D | -3.7% | -11.2% | +7.5% | -3.0% |
| 3M | -2.7% | +14.3% | -17.0% | -3.6% |
| 6M | +2.2% | +67.0% | -64.7% | -0.7% |
| YTD | +10.9% | +15.7% | -4.7% | +9.4% |
| 1Y | +11.3% | -6.3% | +17.6% | +9.9% |
| All | +11.3% | -3.0% | +14.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling