+266.7%
ESPO vs SPY
+202.5%
+64.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +0.1% |
| 7D | +8.5% | +0.1% | +8.4% | +8.2% |
| 30D | +4.5% | -3.3% | +7.9% | +7.6% |
| 3M | +5.4% | -2.4% | +7.8% | +7.5% |
| 6M | +15.7% | +2.6% | +13.2% | +12.4% |
| YTD | +1.0% | +11.2% | -10.2% | -9.1% |
| 1Y | -5.2% | +13.4% | -18.6% | -16.2% |
| 3Y | +98.5% | +79.9% | +18.6% | +13.1% |
| 5Y | +51.3% | +72.2% | -20.8% | -9.7% |
| All | +266.7% | +202.5% | +64.2% | +40.8% |
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 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