+78.0%
SPG vs ESI
+28.5%
+49.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +4.9% | -8.5% | +13.4% | +7.6% |
| 30D | +15.6% | -15.7% | +31.3% | +21.1% |
| 3M | +4.1% | -18.2% | +22.3% | +9.6% |
| 6M | +13.6% | -28.8% | +42.4% | +23.3% |
| YTD | +27.5% | +26.3% | +1.3% | +6.5% |
| 1Y | +32.2% | +18.2% | +14.0% | +13.2% |
| 3Y | +126.0% | +68.1% | +57.9% | +53.3% |
| All | +78.0% | +28.5% | +49.5% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling