-22.9%
SPOT vs ES
+16.6%
-39.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +12.5% | -2.0% | +14.4% | +13.1% |
| 3M | +9.9% | +1.7% | +8.2% | +9.3% |
| 6M | +1.6% | -3.5% | +5.1% | +2.0% |
| YTD | -6.6% | +7.9% | -14.5% | -8.1% |
| 1Y | -22.9% | +17.2% | -40.1% | -21.9% |
| All | -22.9% | +16.6% | -39.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling