+68.5%
ESAB vs SPY
+69.8%
-1.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.3% |
| 7D | +18.7% | -2.7% | +21.4% | +22.2% |
| 30D | +23.4% | -5.4% | +28.8% | +31.5% |
| 3M | -12.2% | -4.1% | -8.1% | -7.7% |
| 6M | -18.2% | +0.7% | -18.9% | -18.4% |
| YTD | -25.6% | +8.7% | -34.2% | -31.6% |
| 1Y | -25.7% | +10.9% | -36.5% | -33.2% |
| 3Y | +11.6% | +75.0% | -63.4% | -39.5% |
| All | +68.5% | +69.8% | -1.2% | -8.3% |
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