+37.3%
ESN vs SPY
+33.1%
+4.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | 0.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.8% |
| 30D | +1.4% | -2.4% | +3.8% | +2.9% |
| 3M | +1.2% | -1.2% | +2.3% | +1.8% |
| 6M | +8.5% | +3.3% | +5.2% | +5.9% |
| YTD | +21.5% | +12.3% | +9.2% | +12.1% |
| 1Y | +21.9% | +12.4% | +9.4% | +12.3% |
| All | +37.3% | +33.1% | +4.2% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling