+8,757.9%
ESE vs SPY
+3,015.5%
+5,742.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | -4.9% | -0.6% | -4.3% | -4.4% |
| 30D | -7.5% | -3.7% | -3.9% | -4.5% |
| 3M | -20.7% | -2.7% | -18.0% | -18.8% |
| 6M | -21.3% | +2.2% | -23.5% | -22.6% |
| YTD | +22.2% | +10.8% | +11.3% | +12.4% |
| 1Y | +7.9% | +11.2% | -3.3% | -1.0% |
| 3Y | +138.2% | +76.5% | +61.7% | +49.0% |
| 5Y | +168.9% | +72.9% | +96.0% | +70.6% |
| 10Y | +408.4% | +304.8% | +103.6% | +66.1% |
| All | +8,757.9% | +3,015.5% | +5,742.4% | +923.4% |
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 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