+713.3%
ESQ vs SPY
+264.6%
+448.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 6M | +16.2% | +13.0% | +3.2% | +4.3% |
| YTD | +17.2% | +13.5% | +3.6% | +4.9% |
| 1Y | +23.7% | +20.0% | +3.7% | +5.6% |
| 3Y | +157.2% | +77.2% | +80.0% | +55.9% |
| 5Y | +354.6% | +81.9% | +272.8% | +163.9% |
| All | +713.3% | +264.6% | +448.7% | +170.6% |
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