-85.1%
ESEA vs SPY
+746.0%
-831.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | +17.1% | +2.0% | +15.1% | +14.9% |
| 6M | +14.2% | +13.0% | +1.2% | +2.9% |
| YTD | +43.2% | +13.5% | +29.6% | +28.4% |
| 1Y | +29.4% | +20.0% | +9.4% | +11.0% |
| 3Y | +297.5% | +77.2% | +220.4% | +139.9% |
| 5Y | +433.5% | +81.9% | +351.6% | +212.5% |
| 10Y | +749.9% | +314.1% | +435.8% | +124.4% |
| All | -85.1% | +746.0% | -831.2% | -98.1% |
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