+196.4%
SO vs ESI
+318.1%
-121.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +1.4% | +5.5% | -4.2% | +0.8% |
| 30D | +4.7% | -7.8% | +12.5% | +5.3% |
| 3M | +1.7% | -15.0% | +16.7% | +3.1% |
| 6M | +2.2% | -24.9% | +27.1% | +4.4% |
| YTD | +10.0% | +33.2% | -23.3% | +4.2% |
| 1Y | +6.0% | +24.9% | -18.9% | +1.2% |
| 3Y | +54.1% | +77.8% | -23.6% | +37.3% |
| 5Y | +79.6% | +37.1% | +42.5% | +64.0% |
| All | +196.4% | +318.1% | -121.6% | +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