+197.1%
ESI vs SFM
+1.1%
+196.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.2% | +5.0% |
| 7D | -3.5% | -10.2% | +6.8% | -2.2% |
| 30D | -9.3% | -23.9% | +14.6% | -6.7% |
| 3M | -12.8% | -42.3% | +29.5% | -7.2% |
| 6M | -24.6% | -40.1% | +15.5% | -20.6% |
| YTD | +32.7% | -37.8% | +70.5% | +38.0% |
| 1Y | +20.3% | -37.1% | +57.4% | +24.7% |
| 3Y | +80.2% | +21.5% | +58.6% | +64.0% |
| 5Y | +40.0% | +103.8% | -63.8% | +14.3% |
| 10Y | +310.8% | +142.0% | +168.8% | +205.3% |
| All | +197.1% | +1.1% | +196.0% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling