+294.0%
ESGU vs SPY
+300.1%
-6.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -2.1% | -2.0% | -0.1% | -0.1% |
| 30D | -1.9% | -1.7% | -0.2% | -0.2% |
| 3M | +4.7% | +4.7% | -0.1% | -0.1% |
| 6M | +13.2% | +12.5% | +0.7% | +0.6% |
| YTD | +11.8% | +11.7% | +0.1% | +0.1% |
| 1Y | +17.6% | +17.5% | +0.1% | +0.1% |
| 3Y | +75.0% | +76.6% | -1.6% | -0.8% |
| 5Y | +72.9% | +82.0% | -9.1% | -4.8% |
| All | +294.0% | +300.1% | -6.2% | +19.3% |
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 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