+3,455.8%
ESP vs SPY
+3,091.8%
+364.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +3.2% | +0.1% | +3.2% | +3.2% |
| 3M | +14.3% | +2.0% | +12.3% | +13.8% |
| 6M | +12.0% | +13.0% | -1.0% | +8.8% |
| YTD | +35.6% | +13.5% | +22.0% | +31.6% |
| 1Y | +33.6% | +20.0% | +13.6% | +28.0% |
| 3Y | +301.9% | +77.2% | +224.7% | +252.7% |
| 5Y | +396.0% | +81.9% | +314.1% | +329.8% |
| 10Y | +238.1% | +314.1% | -76.0% | +145.1% |
| All | +3,455.8% | +3,091.8% | +364.0% | +1,796.6% |
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