+130.1%
ESML vs SPY
+218.2%
-88.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.6% |
| 7D | -0.1% | -0.9% | +0.8% | +0.9% |
| 30D | +3.9% | -2.4% | +6.3% | +6.6% |
| 3M | -1.6% | -1.2% | -0.4% | -0.4% |
| 6M | +4.8% | +3.3% | +1.5% | +1.1% |
| YTD | +19.5% | +12.3% | +7.2% | +5.3% |
| 1Y | +21.3% | +12.4% | +8.8% | +6.8% |
| 3Y | +74.3% | +78.8% | -4.5% | -6.8% |
| 5Y | +37.0% | +75.2% | -38.1% | -24.8% |
| All | +130.1% | +218.2% | -88.1% | -30.3% |
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