+3,094.0%
SPY vs ES
+785.5%
+2,308.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.1% | -2.0% | +2.0% | +0.6% |
| 3M | +2.0% | +1.7% | +0.3% | +1.2% |
| 6M | +13.0% | -3.5% | +16.6% | +13.8% |
| YTD | +13.5% | +7.9% | +5.6% | +10.1% |
| 1Y | +20.0% | +17.2% | +2.8% | +12.6% |
| 3Y | +77.2% | +29.3% | +47.9% | +57.7% |
| 5Y | +81.9% | -5.7% | +87.6% | +78.3% |
| 10Y | +314.1% | +85.2% | +228.8% | +219.0% |
| All | +3,094.0% | +785.5% | +2,308.5% | +1,510.4% |
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