+224.6%
ESI vs SPY
+446.5%
-221.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -5.9% | +0.1% | -5.9% | -5.9% |
| 3M | -14.1% | +2.0% | -16.1% | -15.9% |
| 6M | +6.6% | +13.0% | -6.4% | -8.7% |
| YTD | +45.0% | +13.5% | +31.5% | +23.8% |
| 1Y | +41.5% | +20.0% | +21.5% | +12.8% |
| 3Y | +78.8% | +77.2% | +1.6% | -14.7% |
| 5Y | +70.9% | +81.9% | -11.0% | -20.4% |
| 10Y | +317.1% | +314.1% | +3.0% | -44.3% |
| All | +224.6% | +446.5% | -221.8% | -64.6% |
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