+142.2%
SN vs ESI
+19.1%
+123.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.7% |
| 7D | +7.6% | -3.5% | +11.1% | +8.3% |
| 30D | +24.1% | -9.3% | +33.3% | +26.6% |
| 3M | +23.7% | -12.8% | +36.5% | +27.5% |
| 6M | +105.5% | -24.6% | +130.1% | +119.3% |
| YTD | +105.1% | +32.7% | +72.4% | +61.9% |
| All | +142.2% | +19.1% | +123.1% | +104.3% |
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