+72.4%
ESS vs SPY
+311.6%
-239.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +3.3% |
| 7D | +2.3% | -4.7% | +7.0% | +6.0% |
| 30D | -0.4% | -5.9% | +5.5% | +4.1% |
| 3M | -4.9% | -4.5% | -0.4% | -1.7% |
| 6M | +3.6% | +1.8% | +1.8% | +1.4% |
| YTD | +7.8% | +8.3% | -0.5% | +0.2% |
| 1Y | +8.4% | +9.3% | -1.0% | -0.2% |
| 3Y | +39.6% | +74.9% | -35.2% | -13.4% |
| 5Y | -3.2% | +67.3% | -70.5% | -38.1% |
| All | +72.4% | +311.6% | -239.2% | -25.1% |
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 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