+614.7%
ESEA vs SPY
+322.5%
+292.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | +1.2% | -1.1% | +2.3% | +2.0% |
| 3M | +11.1% | +3.9% | +7.3% | +8.1% |
| 6M | +12.7% | +13.6% | -0.9% | +3.0% |
| YTD | +41.3% | +12.7% | +28.6% | +30.1% |
| 1Y | +23.7% | +17.5% | +6.2% | +10.8% |
| 3Y | +315.1% | +76.9% | +238.2% | +178.8% |
| 5Y | +302.0% | +83.6% | +218.4% | +162.7% |
| All | +614.7% | +322.5% | +292.2% | +61.8% |
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