+447.8%
SN vs ESI
+64.4%
+383.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.2% |
| 7D | +1.5% | +5.5% | -4.0% | -0.9% |
| 30D | +21.5% | -7.8% | +29.3% | +24.9% |
| 3M | +20.0% | -15.0% | +35.1% | +27.6% |
| 6M | +119.9% | -24.9% | +144.8% | +143.8% |
| YTD | +102.3% | +33.2% | +69.1% | +54.5% |
| 1Y | +148.0% | +24.9% | +123.1% | +97.0% |
| 3Y | +450.0% | +77.8% | +372.3% | +276.9% |
| All | +447.8% | +64.4% | +383.4% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling