+86.3%
ESI vs SPY
+78.7%
+7.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.4% |
| 7D | +5.4% | +0.5% | +4.8% | +4.5% |
| 30D | -4.2% | -0.9% | -3.2% | -2.8% |
| 3M | -9.6% | +3.9% | -13.5% | -14.2% |
| 6M | +18.3% | +14.5% | +3.8% | -1.9% |
| YTD | +45.8% | +12.9% | +32.9% | +23.8% |
| 1Y | +39.2% | +19.4% | +19.8% | +10.3% |
| 3Y | +86.3% | +78.5% | +7.8% | -11.1% |
| All | +86.3% | +78.7% | +7.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling