+145.3%
SITM vs ESI
+34.0%
+111.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +5.7% |
| 7D | +4.8% | -2.3% | +7.2% | +6.6% |
| 30D | -9.7% | -9.0% | -0.7% | -2.3% |
| 3M | -9.3% | -13.3% | +3.9% | +2.8% |
| 6M | +69.5% | +5.3% | +64.2% | +65.7% |
| YTD | +70.5% | +37.6% | +32.9% | +29.1% |
| 1Y | +145.3% | +33.6% | +111.6% | +92.4% |
| All | +145.3% | +34.0% | +111.2% | +92.4% |
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