+432.7%
SN vs ESI
+65.6%
+367.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.0% |
| 7D | +1.4% | +8.3% | -6.9% | -2.2% |
| 30D | +16.6% | -10.4% | +27.0% | +21.5% |
| 3M | +18.3% | -13.2% | +31.4% | +24.4% |
| 6M | +103.1% | -23.9% | +126.9% | +123.5% |
| YTD | +96.7% | +34.2% | +62.5% | +49.8% |
| 1Y | +134.3% | +22.2% | +112.1% | +89.1% |
| 3Y | +425.2% | +79.2% | +346.0% | +258.8% |
| All | +432.7% | +65.6% | +367.1% | +263.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling