+145.5%
ESGD vs SPY
+304.1%
-158.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +1.2% | -0.6% | +1.8% | +1.7% |
| 30D | +1.2% | -3.7% | +4.8% | +4.2% |
| 3M | -3.2% | -2.7% | -0.5% | -1.1% |
| 6M | +2.6% | +2.2% | +0.5% | +0.8% |
| YTD | +10.7% | +10.8% | -0.1% | +2.2% |
| 1Y | +13.1% | +11.2% | +1.9% | +4.1% |
| 3Y | +64.8% | +76.5% | -11.6% | +3.9% |
| 5Y | +49.1% | +72.9% | -23.8% | -5.1% |
| 10Y | +145.5% | +304.8% | -159.4% | -24.9% |
| All | +145.5% | +304.1% | -158.6% | -24.9% |
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