+141.2%
ESGE vs SPY
+318.9%
-177.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -0.5% | -2.0% | +1.5% | +1.1% |
| 30D | +3.2% | -1.7% | +4.9% | +4.6% |
| 3M | +5.0% | +4.7% | +0.3% | +1.4% |
| 6M | +16.2% | +12.5% | +3.7% | +6.3% |
| YTD | +23.6% | +11.7% | +11.9% | +13.8% |
| 1Y | +32.6% | +17.5% | +15.1% | +17.3% |
| 3Y | +89.7% | +76.6% | +13.2% | +19.9% |
| 5Y | +43.0% | +82.0% | -39.0% | -12.7% |
| All | +141.2% | +318.9% | -177.7% | -23.0% |
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