+450.0%
SN vs ESI
+79.1%
+371.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.2% |
| 7D | +1.5% | +5.5% | -4.0% | -1.0% |
| 30D | +21.5% | -7.8% | +29.3% | +25.0% |
| 3M | +20.0% | -15.0% | +35.1% | +27.9% |
| 6M | +119.9% | -24.9% | +144.8% | +144.7% |
| YTD | +102.3% | +33.2% | +69.1% | +51.4% |
| 1Y | +148.0% | +24.9% | +123.1% | +93.5% |
| 3Y | +450.0% | +77.8% | +372.3% | +248.9% |
| All | +450.0% | +79.1% | +371.0% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling