+434.4%
SITM vs ESI
+81.4%
+353.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.4% |
| 7D | +3.7% | +3.9% | -0.2% | +0.1% |
| 30D | -14.5% | -3.8% | -10.7% | -10.8% |
| 3M | -10.6% | -13.1% | +2.6% | +2.5% |
| 6M | +65.5% | +11.3% | +54.2% | +48.7% |
| YTD | +67.0% | +44.1% | +22.9% | +11.9% |
| 1Y | +138.6% | +40.3% | +98.3% | +65.0% |
| All | +434.4% | +81.4% | +353.0% | +161.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling