+777.4%
ES vs SPY
+3,091.8%
-2,314.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 6M | -3.5% | +13.0% | -16.6% | -9.6% |
| YTD | +7.9% | +13.5% | -5.6% | +0.7% |
| 1Y | +17.2% | +20.0% | -2.8% | +6.2% |
| 3Y | +29.3% | +77.2% | -47.9% | -5.2% |
| 5Y | -5.7% | +81.9% | -87.6% | -32.6% |
| 10Y | +85.2% | +314.1% | -228.8% | -13.7% |
| All | +777.4% | +3,091.8% | -2,314.4% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling