+309.3%
SPY vs ES
+96.6%
+212.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | +3.3% | -1.1% | +4.4% | +3.6% |
| 30D | -2.7% | +8.2% | -10.9% | -5.1% |
| 3M | -1.7% | +0.6% | -2.4% | -2.1% |
| 6M | +3.1% | +6.0% | -2.9% | +0.8% |
| YTD | +11.9% | +9.3% | +2.6% | +7.9% |
| 1Y | +12.0% | +1.1% | +10.9% | +10.3% |
| 3Y | +78.2% | +51.9% | +26.3% | +48.9% |
| 5Y | +73.2% | +6.5% | +66.8% | +64.0% |
| All | +309.3% | +96.6% | +212.7% | +247.8% |
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