+5,436.6%
ESCA vs SPY
+3,091.8%
+2,344.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -6.5% | +0.1% | -6.6% | -6.6% |
| 3M | +14.9% | +2.0% | +12.9% | +13.8% |
| 6M | +40.0% | +13.0% | +26.9% | +31.9% |
| YTD | +59.0% | +13.5% | +45.5% | +49.5% |
| 1Y | +70.0% | +20.0% | +50.0% | +55.7% |
| 3Y | +55.9% | +77.2% | -21.3% | +19.7% |
| 5Y | +16.4% | +81.9% | -65.5% | -11.7% |
| 10Y | +152.5% | +314.1% | -161.5% | +41.8% |
| All | +5,436.6% | +3,091.8% | +2,344.8% | +2,277.5% |
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