+687.4%
ESOA vs SPY
+304.1%
+383.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -4.8% | -0.6% | -4.2% | -4.5% |
| 30D | -15.3% | -3.7% | -11.6% | -13.6% |
| 3M | -42.8% | -2.7% | -40.1% | -41.9% |
| 6M | -48.8% | +2.2% | -51.0% | -49.4% |
| YTD | +8.7% | +10.8% | -2.1% | +3.5% |
| 1Y | -18.3% | +11.2% | -29.5% | -22.3% |
| 3Y | +91.7% | +76.5% | +15.2% | +59.2% |
| 5Y | +499.0% | +72.9% | +426.1% | +392.9% |
| 10Y | +687.4% | +304.8% | +382.6% | +420.2% |
| All | +687.4% | +304.1% | +383.3% | +420.2% |
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