+379.5%
SE vs ESI
+218.4%
+161.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +0.6% |
| 7D | +3.3% | -3.5% | +6.7% | +4.7% |
| 30D | -18.2% | -9.3% | -8.9% | -15.0% |
| 3M | -31.3% | -12.8% | -18.5% | -27.9% |
| 6M | -10.1% | -24.6% | +14.5% | -1.5% |
| YTD | -38.9% | +32.7% | -71.6% | -50.7% |
| 1Y | -48.0% | +20.3% | -68.3% | -56.1% |
| 3Y | +78.8% | +80.2% | -1.4% | +16.4% |
| 5Y | -77.1% | +40.0% | -117.1% | -82.9% |
| All | +379.5% | +218.4% | +161.1% | +146.6% |
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