+62.2%
SPG vs ESI
+307.6%
-245.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | 0.0% | +5.4% | -5.4% | -2.2% |
| 30D | -4.9% | -4.2% | -0.8% | -3.5% |
| 3M | +3.3% | -9.6% | +12.9% | +5.5% |
| 6M | +11.2% | +18.3% | -7.1% | -1.9% |
| YTD | +17.1% | +45.8% | -28.8% | -7.8% |
| 1Y | +21.6% | +39.2% | -17.6% | -3.0% |
| 3Y | +111.9% | +86.3% | +25.6% | +40.3% |
| 5Y | +106.9% | +76.2% | +30.7% | +37.6% |
| 10Y | +62.2% | +306.8% | -244.6% | -32.8% |
| All | +62.2% | +307.6% | -245.4% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling