+66.7%
SNXX vs ESI
+13.7%
+53.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -4.6% | -11.1% | -4.6% |
| 7D | -47.8% | -6.6% | -41.2% | -36.2% |
| 30D | -66.0% | -10.9% | -55.1% | -52.6% |
| 3M | -57.5% | -13.8% | -43.7% | -34.6% |
| 6M | -66.7% | -21.5% | -45.2% | -14.4% |
| All | +66.7% | +13.7% | +53.0% | +246.7% |
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 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