+33.0%
SPG vs ESI
+21.7%
+11.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.5% |
| 7D | +3.1% | +8.3% | -5.2% | +3.1% |
| 30D | +16.4% | -10.4% | +26.9% | +16.5% |
| 3M | +7.1% | -13.2% | +20.2% | +7.2% |
| 6M | +16.1% | -23.9% | +39.9% | +16.6% |
| YTD | +30.4% | +34.2% | -3.7% | +23.2% |
| 1Y | +33.0% | +22.2% | +10.7% | +27.5% |
| All | +33.0% | +21.7% | +11.3% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling