+77.0%
SO vs ESI
+28.5%
+48.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -1.5% | -8.5% | +7.1% | -1.2% |
| 30D | +8.1% | -15.7% | +23.7% | +8.7% |
| 3M | +0.2% | -18.2% | +18.5% | +0.9% |
| 6M | +0.4% | -28.8% | +29.2% | +1.5% |
| YTD | +8.5% | +26.3% | -17.8% | +5.1% |
| 1Y | +4.9% | +18.2% | -13.3% | +2.1% |
| 3Y | +47.9% | +68.1% | -20.2% | +35.4% |
| All | +77.0% | +28.5% | +48.6% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling