+162.6%
ESQ vs SPY
+80.4%
+82.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | -9.9% | +0.1% | -9.9% | -9.9% |
| 3M | +9.7% | +2.0% | +7.7% | +8.1% |
| 6M | +16.2% | +13.0% | +3.2% | +6.0% |
| YTD | +17.2% | +13.5% | +3.6% | +6.6% |
| 1Y | +23.7% | +20.0% | +3.7% | +8.1% |
| All | +162.6% | +80.4% | +82.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling