+52.4%
ESAB vs SPY
+77.4%
-25.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -1.8% | +0.1% | -2.0% | -2.0% |
| 30D | -18.9% | +0.1% | -18.9% | -18.9% |
| 3M | -14.9% | +2.0% | -16.9% | -16.6% |
| 6M | -36.1% | +13.0% | -49.1% | -44.0% |
| YTD | -32.7% | +13.5% | -46.2% | -41.3% |
| 1Y | -35.3% | +20.0% | -55.3% | -47.0% |
| 3Y | +3.8% | +77.2% | -73.4% | -44.7% |
| All | +52.4% | +77.4% | -25.0% | -21.3% |
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