+70.0%
ESCA vs SPY
+20.8%
+49.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -6.5% | +0.1% | -6.6% | -6.6% |
| 3M | +14.9% | +2.0% | +12.9% | +13.7% |
| 6M | +40.0% | +13.0% | +26.9% | +30.3% |
| YTD | +59.0% | +13.5% | +45.5% | +47.3% |
| 1Y | +70.0% | +20.0% | +50.0% | +41.6% |
| All | +70.0% | +20.8% | +49.2% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling