+76.2%
ESI vs SFM
+219.5%
-143.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.2% |
| 7D | +5.4% | -5.8% | +11.2% | +6.0% |
| 30D | -4.2% | -11.4% | +7.2% | -3.1% |
| 3M | -9.6% | -12.2% | +2.6% | -8.7% |
| 6M | +18.3% | -5.2% | +23.5% | +17.8% |
| YTD | +45.8% | -4.5% | +50.3% | +44.7% |
| 1Y | +39.2% | -45.4% | +84.5% | +49.2% |
| 3Y | +86.3% | +91.1% | -4.8% | +63.5% |
| 5Y | +76.2% | +226.8% | -150.6% | +40.8% |
| All | +76.2% | +219.5% | -143.3% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling