+4,532.8%
SITM vs ESI
+205.5%
+4,327.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +6.0% |
| 7D | +4.8% | -2.3% | +7.2% | +6.8% |
| 30D | -9.7% | -9.0% | -0.7% | -1.5% |
| 3M | -9.3% | -13.3% | +3.9% | +3.5% |
| 6M | +69.5% | +5.3% | +64.2% | +61.9% |
| YTD | +70.5% | +37.6% | +32.9% | +25.0% |
| 1Y | +145.3% | +33.6% | +111.6% | +85.6% |
| 3Y | +432.8% | +75.8% | +357.0% | +221.6% |
| 5Y | +174.0% | +68.6% | +105.4% | +79.0% |
| All | +4,532.8% | +205.5% | +4,327.4% | +1,748.3% |
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