+44.4%
SITM vs ESI
+27.8%
+16.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.6% | -4.7% | -5.5% |
| 7D | -19.5% | -6.6% | -13.0% | -14.5% |
| 30D | -43.2% | -10.9% | -32.3% | -37.1% |
| 3M | -30.8% | -13.8% | -17.0% | -21.2% |
| 6M | -28.6% | -21.5% | -7.0% | -13.3% |
| YTD | +14.2% | +34.7% | -20.5% | -2.3% |
| 1Y | +44.4% | +24.9% | +19.5% | +33.3% |
| All | +44.4% | +27.8% | +16.6% | +33.3% |
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