+516.0%
ESOA vs SPY
+71.5%
+444.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +2.6% |
| 7D | +0.3% | +0.1% | +0.3% | +0.1% |
| 30D | -12.9% | -3.3% | -9.6% | -9.7% |
| 3M | -41.9% | -2.4% | -39.5% | -40.4% |
| 6M | -47.4% | +2.6% | -49.9% | -48.9% |
| YTD | +11.8% | +11.2% | +0.5% | -0.2% |
| 1Y | -15.4% | +13.4% | -28.8% | -25.9% |
| 3Y | +100.5% | +79.9% | +20.6% | +28.3% |
| 5Y | +516.0% | +72.2% | +443.8% | +310.8% |
| All | +516.0% | +71.5% | +444.6% | +310.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling