+1.2%
SO vs ESI
+39.5%
-38.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +1.0% | +5.4% | -4.4% | +1.3% |
| 30D | -3.2% | -4.2% | +1.0% | -3.4% |
| 3M | -1.7% | -9.6% | +7.9% | -2.2% |
| 6M | -7.2% | +18.3% | -25.5% | -6.8% |
| YTD | +4.6% | +45.8% | -41.3% | +7.1% |
| 1Y | +1.2% | +39.2% | -37.9% | +3.0% |
| All | +1.2% | +39.5% | -38.3% | +3.0% |
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