+83.5%
ES vs SPY
+313.2%
-229.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.0% | +0.1% | -2.0% | -2.0% |
| 3M | +1.7% | +2.0% | -0.3% | +0.3% |
| 6M | -3.5% | +13.0% | -16.6% | -10.3% |
| YTD | +7.9% | +13.5% | -5.6% | -0.1% |
| 1Y | +17.2% | +20.0% | -2.8% | +5.0% |
| 3Y | +29.3% | +77.2% | -47.9% | -9.9% |
| 5Y | -5.7% | +81.9% | -87.6% | -36.5% |
| All | +83.5% | +313.2% | -229.6% | -29.2% |
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