+197.2%
SO vs ESI
+330.3%
-133.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.2% |
| 7D | +0.8% | +1.8% | -1.1% | +0.5% |
| 30D | +7.8% | -6.6% | +14.4% | +8.3% |
| 3M | +2.9% | -9.4% | +12.3% | +3.6% |
| 6M | +2.5% | -24.1% | +26.6% | +4.7% |
| YTD | +10.3% | +37.1% | -26.9% | +4.2% |
| 1Y | +6.4% | +24.5% | -18.2% | +1.7% |
| 3Y | +52.8% | +83.2% | -30.4% | +35.7% |
| 5Y | +78.7% | +44.0% | +34.7% | +62.1% |
| All | +197.2% | +330.3% | -133.1% | +125.5% |
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