+185.2%
SITM vs ESI
+67.8%
+117.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.0% |
| 7D | +3.9% | -4.6% | +8.5% | +8.7% |
| 30D | -6.6% | -10.5% | +3.9% | +5.1% |
| 3M | -11.9% | -19.8% | +7.9% | +11.0% |
| 6M | +81.1% | +5.8% | +75.3% | +67.5% |
| YTD | +80.0% | +38.3% | +41.7% | +19.1% |
| 1Y | +145.8% | +31.5% | +114.3% | +72.5% |
| 3Y | +475.9% | +80.7% | +395.2% | +171.3% |
| All | +185.2% | +67.8% | +117.4% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling