+264.2%
ESPO vs SPY
+201.4%
+62.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +7.2% | -0.6% | +7.8% | +7.6% |
| 30D | +3.8% | -3.7% | +7.5% | +7.3% |
| 3M | +4.4% | -2.7% | +7.1% | +6.8% |
| 6M | +14.9% | +2.2% | +12.8% | +12.1% |
| YTD | +0.3% | +10.8% | -10.5% | -9.4% |
| 1Y | -6.6% | +11.2% | -17.8% | -15.9% |
| 3Y | +94.1% | +76.5% | +17.6% | +12.6% |
| 5Y | +52.0% | +72.9% | -20.9% | -9.6% |
| All | +264.2% | +201.4% | +62.8% | +40.4% |
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