+66.5%
ESCA vs SPY
+17.2%
+49.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.0% |
| 7D | -2.9% | -2.0% | -0.9% | -1.6% |
| 30D | -5.1% | -1.7% | -3.4% | -4.0% |
| 3M | +7.1% | +4.7% | +2.3% | +4.0% |
| 6M | +29.9% | +12.5% | +17.4% | +21.4% |
| YTD | +50.2% | +11.7% | +38.5% | +40.5% |
| 1Y | +66.5% | +17.5% | +49.1% | +43.4% |
| All | +66.5% | +17.2% | +49.3% | +43.4% |
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