+368.8%
SNXX vs ESI
+16.8%
+352.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -8.3% |
| 7D | -12.0% | -4.6% | -7.4% | -1.4% |
| 30D | +37.9% | -10.5% | +48.5% | +85.6% |
| 3M | -52.7% | -19.8% | -32.9% | +5.6% |
| 6M | +194.8% | +5.8% | +189.0% | +401.3% |
| All | +368.8% | +16.8% | +352.0% | +781.6% |
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