-73.1%
SMR vs ESI
+44.5%
-117.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -2.9% |
| 7D | +4.4% | +3.3% | +1.1% | +1.5% |
| 30D | +3.4% | -5.9% | +9.3% | +8.5% |
| 3M | -19.2% | -14.1% | -5.1% | -10.1% |
| 6M | -22.6% | +6.6% | -29.2% | -30.1% |
| YTD | -31.5% | +45.0% | -76.6% | -58.2% |
| 1Y | -73.1% | +41.5% | -114.5% | -82.9% |
| All | -73.1% | +44.5% | -117.6% | -82.9% |
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