+52.6%
SN vs ESI
+39.5%
+13.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | +0.1% | +5.4% | -5.3% | -1.6% |
| 30D | -5.6% | -4.2% | -1.4% | -4.4% |
| 3M | +48.1% | -9.6% | +57.7% | +50.3% |
| 6M | +57.6% | +18.3% | +39.3% | +39.8% |
| YTD | +56.5% | +45.8% | +10.7% | +25.3% |
| 1Y | +52.6% | +39.2% | +13.4% | +23.4% |
| All | +52.6% | +39.5% | +13.0% | +23.4% |
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