+35.9%
ESN vs SPY
+33.3%
+2.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +0.6% | -0.4% | +0.9% | +0.8% |
| 30D | -0.1% | -1.4% | +1.3% | +0.9% |
| 3M | +6.0% | +3.7% | +2.3% | +3.4% |
| 6M | +14.4% | +13.0% | +1.4% | +5.3% |
| YTD | +20.2% | +12.4% | +7.8% | +10.9% |
| 1Y | +25.0% | +18.5% | +6.5% | +11.2% |
| All | +35.9% | +33.3% | +2.6% | +10.1% |
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