+258.3%
ESPO vs SPY
+195.5%
+62.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +6.3% | -2.7% | +9.0% | +8.8% |
| 30D | +5.1% | -5.4% | +10.5% | +10.4% |
| 3M | +6.2% | -4.1% | +10.3% | +10.1% |
| 6M | +11.6% | +0.7% | +10.9% | +10.3% |
| YTD | -1.3% | +8.7% | -10.0% | -9.2% |
| 1Y | -7.8% | +10.9% | -18.7% | -16.8% |
| 3Y | +98.1% | +75.0% | +23.1% | +15.8% |
| 5Y | +54.2% | +67.8% | -13.6% | -5.8% |
| All | +258.3% | +195.5% | +62.8% | +40.6% |
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