+10,079.2%
ESE vs SPY
+3,091.8%
+6,987.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -16.4% | +0.1% | -16.4% | -16.4% |
| 3M | -6.1% | +2.0% | -8.1% | -7.6% |
| 6M | -2.3% | +13.0% | -15.3% | -11.7% |
| YTD | +40.4% | +13.5% | +26.8% | +26.4% |
| 1Y | +35.0% | +20.0% | +15.0% | +16.0% |
| 3Y | +158.5% | +77.2% | +81.3% | +61.0% |
| 5Y | +222.0% | +81.9% | +140.1% | +95.6% |
| 10Y | +518.8% | +314.1% | +204.7% | +98.3% |
| All | +10,079.2% | +3,091.8% | +6,987.4% | +1,051.4% |
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