+8,840.4%
ESE vs SPY
+3,027.0%
+5,813.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +2.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -6.7% | -3.3% | -3.4% | -3.9% |
| 3M | -21.3% | -2.4% | -18.9% | -19.6% |
| 6M | -20.6% | +2.6% | -23.1% | -22.1% |
| YTD | +23.3% | +11.2% | +12.0% | +13.0% |
| 1Y | +11.4% | +13.4% | -2.0% | +0.5% |
| 3Y | +145.2% | +79.9% | +65.3% | +50.9% |
| 5Y | +171.5% | +72.2% | +99.3% | +72.9% |
| 10Y | +434.0% | +307.3% | +126.7% | +73.6% |
| All | +8,840.4% | +3,027.0% | +5,813.4% | +929.7% |
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