+432.9%
SNXX vs ESI
+22.4%
+410.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.9% | +20.4% | +16.1% |
| 7D | +34.9% | +3.3% | +31.6% | +26.1% |
| 30D | +52.5% | -5.9% | +58.4% | +82.3% |
| 3M | -41.3% | -14.1% | -27.2% | +15.7% |
| 6M | +293.8% | +6.6% | +287.2% | +504.6% |
| All | +432.9% | +22.4% | +410.5% | +793.9% |
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 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