+318.5%
ESI vs SFM
+140.2%
+178.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.8% |
| 7D | +5.5% | +6.0% | -0.5% | +5.0% |
| 30D | -7.8% | -19.5% | +11.7% | -6.3% |
| 3M | -15.0% | -37.0% | +22.0% | -11.7% |
| 6M | -24.9% | -41.0% | +16.1% | -21.7% |
| YTD | +33.2% | -34.6% | +67.9% | +36.5% |
| 1Y | +24.9% | -36.3% | +61.2% | +28.3% |
| 3Y | +77.8% | +24.5% | +53.2% | +65.6% |
| 5Y | +37.1% | +115.9% | -78.7% | +17.9% |
| All | +318.5% | +140.2% | +178.4% | +267.2% |
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