-78.0%
SE vs ESI
+28.5%
-106.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.9% |
| 7D | +2.0% | -8.5% | +10.5% | +6.6% |
| 30D | -20.0% | -15.7% | -4.3% | -13.1% |
| 3M | -31.8% | -18.2% | -13.5% | -25.3% |
| 6M | -15.9% | -28.8% | +13.0% | -3.8% |
| YTD | -40.6% | +26.3% | -66.9% | -55.2% |
| 1Y | -50.7% | +18.2% | -68.9% | -61.4% |
| 3Y | +70.3% | +68.1% | +2.2% | -12.3% |
| All | -78.0% | +28.5% | -106.5% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling