+597.0%
SE vs ESI
+249.7%
+347.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | +0.6% | +5.4% | -4.8% | -1.8% |
| 30D | -0.1% | -4.2% | +4.1% | +1.6% |
| 3M | +34.1% | -9.6% | +43.7% | +37.1% |
| 6M | +23.2% | +18.3% | +4.9% | +7.9% |
| YTD | -11.2% | +45.8% | -57.0% | -30.6% |
| 1Y | -40.5% | +39.2% | -79.7% | -52.8% |
| 3Y | +196.3% | +86.3% | +110.0% | +93.2% |
| 5Y | -67.0% | +76.2% | -143.3% | -77.4% |
| All | +597.0% | +249.7% | +347.2% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling