+139.0%
SN vs ESI
+18.3%
+120.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +7.6% | -6.6% | +14.2% | +9.2% |
| 30D | +22.4% | -9.8% | +32.3% | +25.2% |
| 3M | +21.7% | -11.9% | +33.6% | +25.0% |
| 6M | +102.8% | -25.1% | +127.9% | +116.7% |
| YTD | +102.4% | +31.9% | +70.5% | +60.0% |
| 1Y | +139.0% | +19.2% | +119.8% | +101.9% |
| All | +139.0% | +18.3% | +120.6% | +101.9% |
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