+11.7%
SPGI vs ESI
+28.5%
-16.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | +0.3% | -8.5% | +8.8% | +1.9% |
| 30D | +18.4% | -15.7% | +34.0% | +22.0% |
| 3M | +15.7% | -18.2% | +33.9% | +19.6% |
| 6M | +17.3% | -28.8% | +46.1% | +23.4% |
| YTD | -4.7% | +26.3% | -31.0% | -17.6% |
| 1Y | +1.8% | +18.2% | -16.4% | -10.2% |
| 3Y | +31.7% | +68.1% | -36.4% | -3.0% |
| All | +11.7% | +28.5% | -16.7% | -15.0% |
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