+45.6%
SO vs ESI
+81.9%
-36.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.7% |
| 7D | -0.2% | +3.3% | -3.5% | -0.1% |
| 30D | -4.6% | -5.9% | +1.3% | -4.6% |
| 3M | -3.0% | -14.1% | +11.1% | -3.2% |
| 6M | -8.3% | +6.6% | -14.8% | -8.6% |
| YTD | +3.5% | +45.0% | -41.5% | +2.6% |
| 1Y | -0.9% | +41.5% | -42.4% | -1.9% |
| All | +45.6% | +81.9% | -36.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling