+156.1%
ESP vs SPY
+308.5%
-152.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.4% | +3.3% | +1.1% | +3.0% |
| 30D | -18.3% | -2.7% | -15.6% | -17.2% |
| 3M | -25.1% | -1.7% | -23.4% | -24.5% |
| 6M | -32.4% | +3.1% | -35.4% | -33.0% |
| YTD | +4.1% | +11.9% | -7.8% | 0.0% |
| 1Y | +30.7% | +12.0% | +18.7% | +25.5% |
| 3Y | +210.9% | +78.2% | +132.7% | +152.7% |
| 5Y | +252.1% | +73.2% | +178.9% | +187.0% |
| All | +156.1% | +308.5% | -152.4% | +44.2% |
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