+109.0%
SPG vs ESI
+318.1%
-209.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.0% | +5.5% | -3.5% | -0.4% |
| 30D | +17.2% | -7.8% | +25.0% | +20.1% |
| 3M | +6.3% | -15.0% | +21.3% | +12.0% |
| 6M | +18.7% | -24.9% | +43.6% | +29.1% |
| YTD | +30.1% | +33.2% | -3.1% | +4.3% |
| 1Y | +32.8% | +24.9% | +7.8% | +9.4% |
| 3Y | +133.6% | +77.8% | +55.8% | +53.2% |
| 5Y | +84.4% | +37.1% | +47.3% | +35.2% |
| All | +109.0% | +318.1% | -209.1% | -12.4% |
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