+83.0%
ESAB vs SPY
+73.8%
+9.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +5.8% |
| 7D | +17.9% | +0.1% | +17.8% | +17.6% |
| 30D | +34.5% | -3.3% | +37.8% | +39.9% |
| 3M | -1.9% | -2.4% | +0.5% | +1.1% |
| 6M | -10.6% | +2.6% | -13.2% | -12.7% |
| YTD | -19.2% | +11.2% | -30.4% | -27.7% |
| 1Y | -21.0% | +13.4% | -34.4% | -30.8% |
| 3Y | +19.2% | +79.9% | -60.7% | -37.3% |
| All | +83.0% | +73.8% | +9.2% | -3.1% |
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