+147.5%
ESGD vs SPY
+315.9%
-168.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +5.1% | +2.0% | +3.1% | +3.4% |
| 6M | +8.7% | +13.0% | -4.3% | -1.2% |
| YTD | +14.6% | +13.5% | +1.1% | +3.8% |
| 1Y | +22.3% | +20.0% | +2.3% | +6.1% |
| 3Y | +64.4% | +77.2% | -12.8% | +3.7% |
| 5Y | +51.9% | +81.9% | -30.0% | -6.9% |
| 10Y | +145.7% | +314.1% | -168.3% | -15.9% |
| All | +147.5% | +315.9% | -168.4% | -15.3% |
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