+11.1%
SMR vs ESI
+57.6%
-46.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.6% | +14.7% | +14.9% |
| 7D | +21.4% | +5.4% | +16.0% | +17.3% |
| 30D | +13.8% | -4.2% | +18.0% | +17.0% |
| 3M | +3.9% | -9.6% | +13.5% | +10.1% |
| 6M | -4.2% | +18.3% | -22.5% | -14.7% |
| YTD | -21.1% | +45.8% | -66.9% | -38.8% |
| 1Y | -67.1% | +39.2% | -106.2% | -73.5% |
| 3Y | +88.9% | +86.3% | +2.6% | +33.9% |
| All | +11.1% | +57.6% | -46.5% | -22.9% |
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 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