+134.2%
ESCA vs SPY
+307.0%
-172.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | -0.3% |
| 30D | +13.2% | -2.0% | +15.2% | +15.2% |
| 3M | +1.8% | -2.8% | +4.6% | +4.3% |
| 6M | +16.3% | +2.1% | +14.2% | +13.7% |
| YTD | +61.5% | +11.5% | +50.1% | +45.3% |
| 1Y | +72.8% | +13.5% | +59.4% | +52.9% |
| 3Y | +25.9% | +77.7% | -51.8% | -26.2% |
| 5Y | +36.6% | +72.6% | -36.0% | -18.3% |
| All | +134.2% | +307.0% | -172.8% | -47.6% |
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 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