+319.5%
SN vs ESI
+78.9%
+240.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -4.0% | -2.5% |
| 7D | -9.3% | +3.3% | -12.7% | -10.7% |
| 30D | -4.8% | -5.9% | +1.1% | -2.1% |
| 3M | +40.4% | -14.1% | +54.5% | +48.3% |
| 6M | +50.9% | +6.6% | +44.4% | +37.9% |
| YTD | +54.9% | +45.0% | +9.9% | +15.6% |
| 1Y | +43.0% | +41.5% | +1.6% | +7.5% |
| 3Y | +391.8% | +78.8% | +313.1% | +229.1% |
| All | +319.5% | +78.9% | +240.6% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling