+101.7%
SMR vs ESI
+79.1%
+22.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | -8.3% | +5.5% | -13.8% | -12.1% |
| 30D | -20.1% | -7.8% | -12.3% | -14.5% |
| 3M | -52.7% | -15.0% | -37.7% | -46.1% |
| 6M | -61.0% | -24.9% | -36.1% | -51.3% |
| YTD | -67.1% | +33.2% | -100.3% | -75.2% |
| 1Y | -79.9% | +24.9% | -104.8% | -83.9% |
| 3Y | +101.7% | +77.8% | +24.0% | +21.6% |
| All | +101.7% | +79.1% | +22.7% | +21.6% |
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