+128.2%
ESML vs SPY
+214.0%
-85.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +0.4% | -0.6% | +1.0% | +1.0% |
| 30D | +2.5% | -3.7% | +6.2% | +6.7% |
| 3M | -2.1% | -2.7% | +0.7% | +0.8% |
| 6M | +3.6% | +2.2% | +1.4% | +1.1% |
| YTD | +18.5% | +10.8% | +7.6% | +5.9% |
| 1Y | +20.5% | +11.2% | +9.2% | +7.4% |
| 3Y | +72.9% | +76.5% | -3.6% | -6.2% |
| 5Y | +36.7% | +72.9% | -36.3% | -24.0% |
| All | +128.2% | +214.0% | -85.8% | -29.9% |
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