-86.8%
ESEA vs SPY
+730.7%
-817.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +5.6% | +2.6% | +3.0% | +3.3% |
| 30D | -2.9% | -2.0% | -0.9% | -1.3% |
| 3M | -8.0% | -2.8% | -5.3% | -5.9% |
| 6M | -3.4% | +2.1% | -5.5% | -5.4% |
| YTD | +26.9% | +11.5% | +15.4% | +15.5% |
| 1Y | +16.4% | +13.5% | +3.0% | +4.5% |
| 3Y | +261.8% | +77.7% | +184.1% | +117.5% |
| 5Y | +215.9% | +72.6% | +143.3% | +93.6% |
| 10Y | +883.1% | +308.2% | +574.9% | +161.7% |
| All | -86.8% | +730.7% | -817.5% | -98.3% |
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