+158.9%
SN vs ESI
+27.8%
+131.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.8% | +5.3% |
| 7D | +10.6% | -6.6% | +17.2% | +12.4% |
| 30D | +20.0% | -10.9% | +30.9% | +23.3% |
| 3M | +30.4% | -13.8% | +44.2% | +35.0% |
| 6M | +91.0% | -21.5% | +112.5% | +100.6% |
| YTD | +95.9% | +34.7% | +61.3% | +56.9% |
| 1Y | +158.9% | +24.9% | +134.0% | +116.5% |
| All | +158.9% | +27.8% | +131.1% | +116.5% |
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 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