+6.6%
SO vs ESI
+18.3%
-11.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.1% | -6.6% | +6.5% | -0.4% |
| 30D | +8.7% | -9.8% | +18.5% | +8.2% |
| 3M | +3.4% | -11.9% | +15.3% | +2.9% |
| 6M | +3.7% | -25.1% | +28.8% | +2.6% |
| YTD | +10.0% | +31.9% | -21.9% | +9.6% |
| 1Y | +6.6% | +19.2% | -12.6% | +6.5% |
| All | +6.6% | +18.3% | -11.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling