+146.2%
SN vs ESI
+23.9%
+122.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.8% |
| 7D | +3.5% | +1.8% | +1.7% | +2.9% |
| 30D | +19.4% | -6.6% | +26.0% | +21.0% |
| 3M | +20.9% | -9.4% | +30.3% | +23.4% |
| 6M | +111.1% | -24.1% | +135.2% | +126.1% |
| YTD | +102.8% | +37.1% | +65.7% | +59.2% |
| 1Y | +146.2% | +24.5% | +121.6% | +105.3% |
| All | +146.2% | +23.9% | +122.3% | +105.3% |
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 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