+116.5%
SPG vs ESI
+323.5%
-206.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | -0.1% |
| 7D | +5.1% | -3.5% | +8.5% | +6.3% |
| 30D | +16.8% | -9.3% | +26.1% | +20.6% |
| 3M | +5.7% | -12.8% | +18.4% | +10.1% |
| 6M | +17.8% | -24.6% | +42.4% | +27.8% |
| YTD | +30.1% | +32.7% | -2.6% | +4.5% |
| 1Y | +32.8% | +20.3% | +12.5% | +11.5% |
| 3Y | +137.2% | +80.2% | +57.0% | +54.5% |
| 5Y | +81.5% | +40.0% | +41.5% | +31.7% |
| 10Y | +116.5% | +310.8% | -194.3% | -9.9% |
| All | +116.5% | +323.5% | -206.9% | -9.9% |
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 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