+848.8%
ESOA vs SPY
+312.5%
+536.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +0.8% | -0.4% | +1.1% | +0.9% |
| 30D | -24.2% | -1.4% | -22.8% | -23.6% |
| 3M | -24.2% | +3.7% | -27.9% | -25.5% |
| 6M | -17.2% | +13.0% | -30.2% | -22.0% |
| YTD | +44.1% | +12.4% | +31.7% | +36.1% |
| 1Y | +15.5% | +18.5% | -3.0% | +6.7% |
| 3Y | +219.6% | +77.6% | +142.0% | +164.1% |
| 5Y | +551.9% | +81.7% | +470.2% | +431.9% |
| 10Y | +848.8% | +319.7% | +529.2% | +591.2% |
| All | +848.8% | +312.5% | +536.3% | +591.2% |
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