+226.4%
ESOA vs SPY
+78.7%
+147.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.5% |
| 7D | +6.3% | +0.5% | +5.8% | +5.2% |
| 30D | -23.5% | -0.9% | -22.6% | -22.3% |
| 3M | -22.4% | +3.9% | -26.2% | -27.5% |
| 6M | -14.1% | +14.5% | -28.6% | -32.7% |
| YTD | +47.2% | +12.9% | +34.2% | +18.4% |
| 1Y | +22.6% | +19.4% | +3.3% | -10.5% |
| 3Y | +226.4% | +78.5% | +148.0% | +29.7% |
| All | +226.4% | +78.7% | +147.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling