+173.2%
ESP vs SPY
+315.0%
-141.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +4.0% |
| 7D | -6.9% | +0.1% | -7.0% | -6.8% |
| 30D | -19.3% | -3.3% | -16.0% | -18.0% |
| 3M | -21.4% | -2.4% | -19.0% | -20.5% |
| 6M | -30.6% | +2.6% | -33.2% | -31.1% |
| YTD | +5.2% | +11.2% | -6.1% | +1.3% |
| 1Y | +32.7% | +13.4% | +19.3% | +26.8% |
| 3Y | +222.1% | +79.9% | +142.2% | +161.2% |
| 5Y | +245.7% | +72.2% | +173.5% | +182.5% |
| 10Y | +173.2% | +307.3% | -134.2% | +58.7% |
| All | +173.2% | +315.0% | -141.8% | +58.7% |
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 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