+5,106.7%
ESS vs SPY
+2,844.3%
+2,262.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.3% |
| 7D | +3.9% | -0.7% | +4.6% | +4.4% |
| 30D | -0.2% | -1.0% | +0.9% | +0.6% |
| 3M | -4.6% | -0.3% | -4.2% | -4.4% |
| 6M | +4.5% | +7.3% | -2.9% | -1.5% |
| YTD | +7.9% | +13.3% | -5.5% | -2.6% |
| 1Y | +10.0% | +14.8% | -4.8% | -1.7% |
| 3Y | +39.7% | +82.9% | -43.2% | -13.2% |
| 5Y | -1.7% | +75.6% | -77.3% | -37.4% |
| 10Y | +72.4% | +330.5% | -258.1% | -44.2% |
| All | +5,106.7% | +2,844.3% | +2,262.4% | +625.4% |
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