-43.6%
SE vs ESI
+38.0%
-81.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -3.6% | +3.9% | -7.6% | -4.3% |
| 30D | -5.3% | -3.8% | -1.5% | -4.7% |
| 3M | +28.1% | -13.1% | +41.2% | +28.8% |
| 6M | +20.7% | +11.3% | +9.3% | +9.8% |
| YTD | -14.8% | +44.1% | -58.9% | -28.3% |
| 1Y | -43.6% | +40.3% | -83.9% | -52.6% |
| All | -43.6% | +38.0% | -81.6% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling