+523.7%
ESE vs SPY
+312.5%
+211.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | +1.5% | -0.4% | +1.9% | +1.9% |
| 30D | -9.9% | -1.4% | -8.6% | -8.6% |
| 3M | -11.0% | +3.7% | -14.7% | -14.1% |
| 6M | 0.0% | +13.0% | -13.0% | -11.7% |
| YTD | +38.8% | +12.4% | +26.4% | +23.3% |
| 1Y | +35.0% | +18.5% | +16.5% | +13.5% |
| 3Y | +171.2% | +77.6% | +93.6% | +50.7% |
| 5Y | +229.2% | +81.7% | +147.5% | +77.0% |
| 10Y | +523.7% | +319.7% | +204.0% | +30.6% |
| All | +523.7% | +312.5% | +211.2% | +30.6% |
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