+129.4%
ESML vs SPY
+215.2%
-85.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +3.1% | -3.3% | +6.4% | +6.8% |
| 3M | -1.9% | -2.4% | +0.5% | +0.6% |
| 6M | +4.1% | +2.6% | +1.5% | +1.2% |
| YTD | +19.1% | +11.2% | +7.8% | +6.0% |
| 1Y | +22.3% | +13.4% | +8.9% | +6.7% |
| 3Y | +75.6% | +79.9% | -4.3% | -6.7% |
| 5Y | +35.3% | +72.2% | -36.9% | -24.4% |
| All | +129.4% | +215.2% | -85.9% | -29.8% |
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