+76.2%
ESI vs SM
+111.2%
-35.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | -0.1% |
| 7D | +5.4% | -0.2% | +5.5% | +5.4% |
| 30D | -4.2% | +31.5% | -35.7% | -9.2% |
| 3M | -9.6% | +17.3% | -26.9% | -13.2% |
| 6M | +18.3% | +48.5% | -30.2% | +6.2% |
| YTD | +45.8% | +106.3% | -60.4% | +20.4% |
| 1Y | +39.2% | +47.3% | -8.1% | +23.7% |
| 3Y | +86.3% | -1.4% | +87.7% | +73.9% |
| 5Y | +76.2% | +114.0% | -37.8% | +24.4% |
| All | +76.2% | +111.2% | -35.0% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling