-0.3%
SPOT vs ESI
+27.8%
-28.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.2% | +3.8% |
| 7D | +16.6% | -6.6% | +23.1% | +15.3% |
| 30D | +29.9% | -10.9% | +40.9% | +28.2% |
| 3M | +31.3% | -13.8% | +45.1% | +30.0% |
| 6M | +43.2% | -21.5% | +64.8% | +41.4% |
| YTD | +8.1% | +34.7% | -26.6% | -3.0% |
| 1Y | -0.3% | +24.9% | -25.2% | -9.3% |
| All | -0.3% | +27.8% | -28.1% | -9.3% |
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