+200.4%
ESI vs SPY
+438.5%
-238.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.7% |
| 7D | +8.3% | +3.3% | +5.0% | +3.7% |
| 30D | -10.4% | -2.7% | -7.7% | -6.6% |
| 3M | -13.2% | -1.7% | -11.4% | -10.5% |
| 6M | -23.9% | +3.1% | -27.0% | -26.2% |
| YTD | +34.2% | +11.9% | +22.3% | +17.5% |
| 1Y | +22.2% | +12.0% | +10.2% | +7.2% |
| 3Y | +79.2% | +78.2% | +1.0% | -14.7% |
| 5Y | +38.1% | +73.2% | -35.1% | -30.9% |
| 10Y | +323.6% | +309.6% | +13.9% | -42.5% |
| All | +200.4% | +438.5% | -238.1% | -66.4% |
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