+106.9%
ESOA vs SPY
+724.1%
-617.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.6% |
| 7D | +4.0% | -0.9% | +4.9% | +4.4% |
| 30D | -11.7% | -2.4% | -9.3% | -10.8% |
| 3M | -31.1% | -1.2% | -30.0% | -30.8% |
| 6M | -48.2% | +3.3% | -51.5% | -48.8% |
| YTD | +12.0% | +12.3% | -0.3% | +7.7% |
| 1Y | -15.8% | +12.4% | -28.2% | -19.1% |
| 3Y | +97.6% | +78.8% | +18.7% | +68.9% |
| 5Y | +517.4% | +75.2% | +442.2% | +427.5% |
| 10Y | +687.3% | +311.1% | +376.2% | +446.3% |
| All | +106.9% | +724.1% | -617.3% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling