+708.7%
ESQ vs SPY
+262.6%
+446.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | +6.0% | +0.5% | +5.5% | +5.6% |
| 30D | -9.8% | -0.9% | -8.9% | -9.1% |
| 3M | +7.4% | +3.9% | +3.5% | +3.8% |
| 6M | +19.5% | +14.5% | +5.0% | +6.1% |
| YTD | +16.5% | +12.9% | +3.6% | +4.7% |
| 1Y | +21.4% | +19.4% | +2.0% | +4.1% |
| 3Y | +157.3% | +78.5% | +78.8% | +55.0% |
| 5Y | +346.8% | +81.8% | +265.1% | +159.3% |
| All | +708.7% | +262.6% | +446.0% | +170.3% |
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