+321.6%
ESI vs SM
+18.2%
+303.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.3% | -2.9% |
| 7D | +8.3% | +10.6% | -2.3% | +6.6% |
| 30D | -10.4% | -15.0% | +4.5% | -8.5% |
| 3M | -13.2% | +1.7% | -14.8% | -14.0% |
| 6M | -23.9% | +5.9% | -29.7% | -25.9% |
| YTD | +34.2% | +79.0% | -44.8% | +18.9% |
| 1Y | +22.2% | +84.7% | -62.4% | +7.7% |
| 3Y | +79.2% | -3.5% | +82.7% | +71.3% |
| 5Y | +38.1% | +4.9% | +33.2% | +26.0% |
| All | +321.6% | +18.2% | +303.4% | +178.7% |
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