+236.6%
ESPO vs SPY
+205.7%
+30.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | -3.6% | -1.4% | -2.2% | -2.3% |
| 3M | +9.4% | +3.7% | +5.7% | +5.5% |
| 6M | +3.6% | +13.0% | -9.4% | -7.9% |
| YTD | -7.3% | +12.4% | -19.7% | -17.1% |
| 1Y | -17.7% | +18.5% | -36.2% | -30.0% |
| 3Y | +85.5% | +77.6% | +7.9% | +7.3% |
| 5Y | +49.6% | +81.7% | -32.1% | -14.6% |
| All | +236.6% | +205.7% | +30.9% | +28.3% |
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