+398.8%
SN vs ESI
+67.9%
+330.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.8% |
| 7D | +7.2% | -8.5% | +15.7% | +11.2% |
| 30D | +20.4% | -15.7% | +36.0% | +29.2% |
| 3M | +23.9% | -18.2% | +42.1% | +34.2% |
| 6M | +93.0% | -28.8% | +121.9% | +119.5% |
| YTD | +99.2% | +26.3% | +73.0% | +53.3% |
| 1Y | +142.6% | +18.2% | +124.4% | +94.7% |
| 3Y | +398.8% | +68.1% | +330.7% | +231.8% |
| All | +398.8% | +67.9% | +330.9% | +231.8% |
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