+41.5%
ESI vs SUI
-2.0%
+43.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +2.9% |
| 7D | +3.3% | -2.8% | +6.2% | +2.8% |
| 30D | -5.9% | -1.2% | -4.7% | -6.1% |
| 3M | -14.1% | -1.7% | -12.3% | -14.3% |
| 6M | +6.6% | -10.5% | +17.0% | +8.6% |
| YTD | +45.0% | -1.8% | +46.9% | +44.4% |
| 1Y | +41.5% | -4.1% | +45.5% | +42.4% |
| All | +41.5% | -2.0% | +43.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling