+195.5%
ESP vs SPY
+75.1%
+120.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.2% |
| 7D | -13.3% | -2.7% | -10.6% | -11.6% |
| 30D | -24.2% | -5.4% | -18.8% | -21.2% |
| 3M | -24.7% | -4.1% | -20.6% | -22.3% |
| 6M | -33.4% | +0.7% | -34.1% | -33.3% |
| YTD | +0.2% | +8.7% | -8.4% | -3.8% |
| 1Y | +27.7% | +10.9% | +16.8% | +21.2% |
| 3Y | +195.5% | +75.0% | +120.5% | +84.8% |
| All | +195.5% | +75.1% | +120.4% | +84.8% |
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