+4,507.3%
SITM vs ESI
+223.7%
+4,283.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.6% |
| 7D | +8.4% | +5.4% | +3.0% | +3.6% |
| 30D | -17.4% | -4.2% | -13.2% | -13.7% |
| 3M | -9.8% | -9.6% | -0.2% | -0.7% |
| 6M | +83.0% | +18.3% | +64.6% | +58.4% |
| YTD | +69.6% | +45.8% | +23.8% | +18.4% |
| 1Y | +144.9% | +39.2% | +105.7% | +79.3% |
| 3Y | +429.9% | +86.3% | +343.6% | +204.7% |
| 5Y | +169.2% | +76.2% | +93.0% | +69.0% |
| All | +4,507.3% | +223.7% | +4,283.6% | +1,651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling