+69.4%
ESAB vs SPY
+74.2%
-4.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +0.5% | +2.6% | -2.1% | -2.4% |
| 30D | +28.9% | -2.0% | +30.9% | +31.8% |
| 3M | -2.0% | -2.8% | +0.8% | +1.5% |
| 6M | -8.3% | +2.1% | -10.4% | -9.9% |
| YTD | -25.2% | +11.5% | -36.7% | -33.2% |
| 1Y | -25.2% | +13.5% | -38.6% | -34.5% |
| 3Y | +8.6% | +77.7% | -69.1% | -42.2% |
| All | +69.4% | +74.2% | -4.8% | -10.5% |
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