+251.0%
ESNT vs SPY
+436.6%
-185.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.1% |
| 7D | -6.5% | -0.9% | -5.6% | -5.8% |
| 30D | +5.1% | -2.4% | +7.4% | +7.3% |
| 3M | -3.7% | -1.2% | -2.5% | -2.9% |
| 6M | +6.6% | +3.3% | +3.3% | +1.9% |
| YTD | +1.4% | +12.3% | -10.9% | -11.8% |
| 1Y | +6.3% | +12.4% | -6.2% | -7.9% |
| 3Y | +41.1% | +78.8% | -37.7% | -29.2% |
| 5Y | +51.7% | +75.2% | -23.5% | -22.5% |
| 10Y | +152.5% | +311.1% | -158.6% | -46.3% |
| All | +251.0% | +436.6% | -185.7% | -41.5% |
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