+123.1%
ESGE vs SPY
+308.2%
-185.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.3% |
| 30D | -9.4% | -3.7% | -5.8% | -6.5% |
| 3M | -6.2% | -2.7% | -3.5% | -3.9% |
| 6M | -9.1% | +2.2% | -11.3% | -10.2% |
| YTD | +11.9% | +10.8% | +1.1% | +3.9% |
| 1Y | +11.6% | +11.2% | +0.4% | +3.3% |
| 3Y | +72.3% | +76.5% | -4.2% | +9.2% |
| 5Y | +33.4% | +72.9% | -39.6% | -14.7% |
| 10Y | +123.8% | +304.8% | -181.0% | -26.9% |
| All | +123.1% | +308.2% | -185.1% | -26.6% |
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