+6.5%
ES vs SPY
+74.0%
-67.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -1.1% | +3.3% | -4.4% | -2.3% |
| 30D | +8.2% | -2.7% | +10.9% | +9.2% |
| 3M | +0.6% | -1.7% | +2.4% | +1.1% |
| 6M | +6.0% | +3.1% | +2.9% | +4.3% |
| YTD | +9.3% | +11.9% | -2.6% | +3.8% |
| 1Y | +1.1% | +12.0% | -10.9% | -4.1% |
| 3Y | +51.9% | +78.2% | -26.3% | +13.8% |
| 5Y | +6.5% | +73.2% | -66.8% | -23.9% |
| All | +6.5% | +74.0% | -67.6% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling