+332.8%
ESI vs SFM
+140.8%
+192.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.6% |
| 7D | +1.8% | -7.1% | +8.9% | +2.5% |
| 30D | -6.6% | -21.4% | +14.8% | -4.9% |
| 3M | -9.4% | -40.1% | +30.7% | -5.3% |
| 6M | -24.1% | -38.0% | +13.9% | -21.4% |
| YTD | +37.1% | -36.5% | +73.7% | +40.9% |
| 1Y | +24.5% | -35.2% | +59.7% | +27.5% |
| 3Y | +83.2% | +23.5% | +59.7% | +70.7% |
| 5Y | +44.0% | +109.7% | -65.8% | +24.1% |
| 10Y | +332.8% | +132.6% | +200.3% | +275.1% |
| All | +332.8% | +140.8% | +192.1% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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