+261.6%
SO vs ESI
+224.6%
+36.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.9% |
| 7D | -0.2% | +3.3% | -3.5% | -0.4% |
| 30D | -4.6% | -5.9% | +1.3% | -4.2% |
| 3M | -3.0% | -14.1% | +11.1% | -2.3% |
| 6M | -8.3% | +6.6% | -14.8% | -9.3% |
| YTD | +3.5% | +45.0% | -41.5% | -0.1% |
| 1Y | -0.9% | +41.5% | -42.4% | -4.4% |
| 3Y | +45.4% | +78.8% | -33.4% | +36.2% |
| 5Y | +59.6% | +70.9% | -11.3% | +48.8% |
| 10Y | +156.6% | +317.1% | -160.5% | +120.2% |
| All | +261.6% | +224.6% | +36.9% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling