+295.3%
ESI vs SPY
+318.9%
-23.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -3.7% |
| 7D | -2.3% | -2.0% | -0.3% | +0.3% |
| 30D | -9.0% | -1.7% | -7.4% | -6.9% |
| 3M | -13.3% | +4.7% | -18.0% | -17.9% |
| 6M | +5.3% | +12.5% | -7.2% | -8.6% |
| YTD | +37.6% | +11.7% | +25.9% | +21.1% |
| 1Y | +33.6% | +17.5% | +16.1% | +10.9% |
| 3Y | +75.8% | +76.6% | -0.8% | -11.6% |
| 5Y | +68.6% | +82.0% | -13.4% | -17.4% |
| All | +295.3% | +318.9% | -23.5% | -41.9% |
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