+68.6%
ESI vs SNY
+9.4%
+59.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.6% | -3.3% | -1.3% | -3.9% |
| 30D | -10.5% | -2.2% | -8.4% | -10.1% |
| 3M | -19.8% | -3.0% | -16.8% | -19.5% |
| 6M | +5.8% | +2.7% | +3.1% | +4.5% |
| YTD | +38.3% | -6.8% | +45.1% | +40.0% |
| 1Y | +31.5% | -5.3% | +36.8% | +32.5% |
| 3Y | +80.7% | -9.8% | +90.5% | +81.9% |
| All | +68.6% | +9.4% | +59.1% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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