+155.9%
SO vs ESI
+307.6%
-151.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.0% | +5.4% | -4.4% | +0.5% |
| 30D | -3.2% | -4.2% | +1.0% | -2.8% |
| 3M | -1.7% | -9.6% | +7.9% | -1.1% |
| 6M | -7.2% | +18.3% | -25.5% | -10.0% |
| YTD | +4.6% | +45.8% | -41.3% | -1.5% |
| 1Y | +1.2% | +39.2% | -37.9% | -4.4% |
| 3Y | +45.3% | +86.3% | -41.0% | +29.4% |
| 5Y | +58.7% | +76.2% | -17.5% | +40.2% |
| 10Y | +155.9% | +306.8% | -150.9% | +89.4% |
| All | +155.9% | +307.6% | -151.8% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling