+251.0%
SPOT vs ES
+61.1%
+189.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | -1.0% | +3.2% | +2.3% |
| 3M | +5.4% | +1.5% | +3.9% | +5.2% |
| 6M | -4.0% | -3.5% | -0.5% | -3.6% |
| YTD | -9.9% | +7.0% | -16.9% | -10.8% |
| 1Y | -27.3% | +15.3% | -42.6% | -28.8% |
| 3Y | +236.4% | +30.2% | +206.2% | +220.3% |
| 5Y | +112.6% | -4.3% | +116.9% | +111.4% |
| All | +251.0% | +61.1% | +189.9% | +284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling