+274.6%
ESNT vs SPY
+442.6%
-168.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +4.5% | +0.1% | +4.5% | +4.5% |
| 3M | +21.6% | +2.0% | +19.6% | +18.4% |
| 6M | +16.7% | +13.0% | +3.7% | +1.5% |
| YTD | +8.3% | +13.5% | -5.3% | -6.5% |
| 1Y | +10.3% | +20.0% | -9.6% | -10.7% |
| 3Y | +43.7% | +77.2% | -33.5% | -26.9% |
| 5Y | +62.3% | +81.9% | -19.5% | -20.3% |
| 10Y | +195.9% | +314.1% | -118.1% | -37.3% |
| All | +274.6% | +442.6% | -168.0% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling