+656.1%
ESOA vs SPY
+307.0%
+349.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.2% | +2.6% | -1.4% | -0.1% |
| 30D | -8.2% | -2.0% | -6.2% | -7.2% |
| 3M | -29.9% | -2.8% | -27.1% | -28.8% |
| 6M | -47.8% | +2.1% | -49.9% | -48.3% |
| YTD | +7.6% | +11.5% | -3.9% | +2.1% |
| 1Y | -13.4% | +13.5% | -26.9% | -18.5% |
| 3Y | +100.6% | +77.7% | +22.9% | +66.1% |
| 5Y | +386.8% | +72.6% | +314.2% | +299.5% |
| All | +656.1% | +307.0% | +349.1% | +373.2% |
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