+180.7%
SPG vs ESI
+182.6%
-1.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | +4.9% | -8.5% | +13.4% | +7.3% |
| 30D | +15.6% | -15.7% | +31.3% | +20.5% |
| 3M | +4.1% | -18.2% | +22.3% | +9.0% |
| 6M | +13.6% | -28.8% | +42.4% | +22.0% |
| YTD | +27.5% | +26.3% | +1.3% | +13.6% |
| 1Y | +32.2% | +18.2% | +14.0% | +19.8% |
| 3Y | +126.0% | +68.1% | +57.9% | +80.6% |
| 5Y | +74.7% | +28.8% | +46.0% | +48.9% |
| 10Y | +112.8% | +329.8% | -217.0% | +38.0% |
| All | +180.7% | +182.6% | -1.9% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling