+802.5%
ESQ vs SPY
+258.0%
+544.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.2% | +2.6% | -0.4% | +0.1% |
| 30D | +12.0% | -2.0% | +14.0% | +13.7% |
| 3M | +0.4% | -2.8% | +3.2% | +2.7% |
| 6M | +26.9% | +2.1% | +24.7% | +24.1% |
| YTD | +30.0% | +11.5% | +18.5% | +17.9% |
| 1Y | +36.4% | +13.5% | +23.0% | +21.9% |
| 3Y | +198.0% | +77.7% | +120.3% | +79.7% |
| 5Y | +280.0% | +72.6% | +207.4% | +131.8% |
| All | +802.5% | +258.0% | +544.5% | +204.2% |
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