+224.6%
ESI vs SM
-52.2%
+276.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.5% | +3.4% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -5.9% | +26.3% | -32.2% | -10.0% |
| 3M | -14.1% | +8.7% | -22.8% | -16.3% |
| 6M | +6.6% | +51.7% | -45.1% | -3.6% |
| YTD | +45.0% | +99.0% | -54.0% | +24.3% |
| 1Y | +41.5% | +34.6% | +6.9% | +29.7% |
| 3Y | +78.8% | -7.8% | +86.5% | +71.5% |
| 5Y | +70.9% | +104.8% | -33.9% | +35.5% |
| 10Y | +317.1% | +7.2% | +309.8% | +166.2% |
| All | +224.6% | -52.2% | +276.8% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling