+194.9%
SO vs ESI
+306.3%
-111.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.1% | -6.6% | +6.5% | +0.5% |
| 30D | +8.7% | -9.8% | +18.5% | +9.6% |
| 3M | +3.4% | -11.9% | +15.3% | +4.4% |
| 6M | +3.7% | -25.1% | +28.8% | +6.0% |
| YTD | +10.0% | +31.9% | -21.9% | +4.4% |
| 1Y | +6.6% | +19.2% | -12.6% | +2.3% |
| 3Y | +52.5% | +76.2% | -23.7% | +36.0% |
| 5Y | +76.1% | +39.4% | +36.7% | +60.2% |
| 10Y | +194.9% | +304.9% | -110.0% | +119.3% |
| All | +194.9% | +306.3% | -111.4% | +119.3% |
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