-49.7%
SE vs ESI
+19.1%
-68.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.1% |
| 7D | +3.3% | -3.5% | +6.7% | +3.7% |
| 30D | -18.2% | -9.3% | -8.9% | -17.1% |
| 3M | -31.3% | -12.8% | -18.5% | -30.1% |
| 6M | -10.1% | -24.6% | +14.5% | -7.9% |
| YTD | -38.9% | +32.7% | -71.6% | -48.2% |
| All | -49.7% | +19.1% | -68.8% | -56.2% |
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 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