+320.7%
ESI vs SM
+16.0%
+304.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -3.8% | +20.3% | -24.1% | -6.6% |
| 3M | -13.1% | +22.9% | -36.0% | -16.6% |
| 6M | +11.3% | +47.8% | -36.5% | +2.8% |
| YTD | +44.1% | +107.5% | -63.4% | +25.6% |
| 1Y | +40.3% | +51.7% | -11.4% | +28.0% |
| 3Y | +84.1% | -0.9% | +84.9% | +75.8% |
| 5Y | +75.8% | +112.2% | -36.4% | +45.0% |
| 10Y | +320.7% | +20.3% | +300.4% | +179.9% |
| All | +320.7% | +16.0% | +304.8% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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