+290.8%
ESGU vs SPY
+296.9%
-6.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -0.5% | -0.6% | +0.1% | +0.1% |
| 30D | -3.8% | -3.7% | -0.1% | -0.1% |
| 3M | -2.9% | -2.7% | -0.2% | -0.2% |
| 6M | +2.7% | +2.2% | +0.6% | +0.6% |
| YTD | +10.9% | +10.8% | +0.1% | +0.1% |
| 1Y | +11.0% | +11.2% | -0.3% | -0.2% |
| 3Y | +75.5% | +76.5% | -1.0% | -0.5% |
| 5Y | +64.7% | +72.9% | -8.2% | -4.6% |
| All | +290.8% | +296.9% | -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 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