+82.9%
ES vs SPY
+312.9%
-229.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.1% |
| 7D | +1.9% | -2.7% | +4.6% | +3.3% |
| 30D | +7.1% | -5.4% | +12.4% | +10.1% |
| 3M | -1.9% | -4.1% | +2.2% | 0.0% |
| 6M | +4.4% | +0.7% | +3.6% | +3.4% |
| YTD | +7.3% | +8.7% | -1.4% | +1.6% |
| 1Y | +2.1% | +10.9% | -8.7% | -4.5% |
| 3Y | +41.8% | +75.0% | -33.1% | -0.9% |
| 5Y | +1.4% | +67.8% | -66.3% | -28.2% |
| All | +82.9% | +312.9% | -229.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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