+3,319.5%
SITM vs ESI
+195.7%
+3,123.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -4.9% |
| 7D | +6.6% | +5.5% | +1.1% | +1.9% |
| 30D | -15.3% | -7.8% | -7.6% | -7.5% |
| 3M | -35.4% | -15.0% | -20.4% | -23.7% |
| 6M | -46.8% | -24.9% | -21.9% | -29.7% |
| YTD | +25.9% | +33.2% | -7.4% | -3.1% |
| 1Y | +54.0% | +24.9% | +29.1% | +25.9% |
| 3Y | +315.6% | +77.8% | +237.8% | +153.5% |
| 5Y | +74.4% | +37.1% | +37.3% | +33.6% |
| All | +3,319.5% | +195.7% | +3,123.8% | +1,332.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling