+100.5%
ESOA vs SPY
+78.0%
+22.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +1.0% |
| 7D | +0.3% | +0.1% | +0.3% | -0.3% |
| 30D | -12.9% | -3.3% | -9.6% | -7.8% |
| 3M | -41.9% | -2.4% | -39.5% | -39.6% |
| 6M | -47.4% | +2.6% | -49.9% | -50.3% |
| YTD | +11.8% | +11.2% | +0.5% | -8.9% |
| 1Y | -15.4% | +13.4% | -28.8% | -33.6% |
| 3Y | +100.5% | +79.9% | +20.6% | -41.8% |
| All | +100.5% | +78.0% | +22.5% | -41.8% |
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