+63.7%
SE vs ESI
+79.1%
-15.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.5% | +5.5% | -6.0% | -2.0% |
| 30D | -20.9% | -7.8% | -13.2% | -19.5% |
| 3M | -38.9% | -15.0% | -23.9% | -36.6% |
| 6M | -19.4% | -24.9% | +5.5% | -14.7% |
| YTD | -40.9% | +33.2% | -74.2% | -49.8% |
| 1Y | -46.2% | +24.9% | -71.1% | -53.3% |
| 3Y | +63.7% | +77.8% | -14.0% | +109.0% |
| All | +63.7% | +79.1% | -15.3% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling