+152.6%
ESGE vs SPY
+318.2%
-165.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +5.3% | +0.1% | +5.2% | +5.2% |
| 3M | +1.0% | +2.0% | -1.0% | -0.4% |
| 6M | +18.1% | +13.0% | +5.1% | +7.6% |
| YTD | +26.7% | +13.5% | +13.1% | +15.0% |
| 1Y | +40.6% | +20.0% | +20.6% | +22.3% |
| 3Y | +89.7% | +77.2% | +12.5% | +19.5% |
| 5Y | +44.9% | +81.9% | -37.0% | -11.4% |
| 10Y | +141.6% | +314.1% | -172.4% | -22.3% |
| All | +152.6% | +318.2% | -165.6% | -18.8% |
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