+2,956.9%
SPY vs ES
+780.7%
+2,176.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.2% |
| 7D | -2.7% | +1.9% | -4.6% | -3.3% |
| 30D | -5.4% | +7.1% | -12.4% | -7.5% |
| 3M | -4.1% | -1.9% | -2.2% | -3.7% |
| 6M | +0.7% | +4.4% | -3.6% | -1.2% |
| YTD | +8.7% | +7.3% | +1.4% | +5.3% |
| 1Y | +10.9% | +2.1% | +8.7% | +8.7% |
| 3Y | +75.0% | +41.8% | +33.1% | +51.2% |
| 5Y | +67.8% | +1.4% | +66.3% | +60.3% |
| 10Y | +312.9% | +86.8% | +226.1% | +216.7% |
| All | +2,956.9% | +780.7% | +2,176.2% | +1,440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling