+449.1%
SN vs ESI
+69.2%
+379.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.6% |
| 7D | +3.5% | +1.8% | +1.7% | +2.4% |
| 30D | +19.4% | -6.6% | +26.0% | +22.1% |
| 3M | +20.9% | -9.4% | +30.3% | +24.6% |
| 6M | +111.1% | -24.1% | +135.2% | +133.4% |
| YTD | +102.8% | +37.1% | +65.7% | +52.9% |
| 1Y | +146.2% | +24.5% | +121.6% | +97.0% |
| 3Y | +441.4% | +83.2% | +358.3% | +266.2% |
| All | +449.1% | +69.2% | +379.9% | +271.3% |
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