+42.9%
ESS vs SPY
+74.5%
-31.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +2.4% |
| 7D | +2.3% | -4.7% | +7.0% | +5.0% |
| 30D | -0.4% | -5.9% | +5.5% | +2.9% |
| 3M | -4.9% | -4.5% | -0.4% | -2.6% |
| 6M | +3.6% | +1.8% | +1.8% | +1.8% |
| YTD | +7.8% | +8.3% | -0.5% | +1.5% |
| 1Y | +8.4% | +9.3% | -1.0% | +1.3% |
| All | +42.9% | +74.5% | -31.6% | -21.2% |
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 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