+311.1%
SPOT vs ESI
+282.3%
+28.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +1.6% | +5.5% | -3.9% | 0.0% |
| 30D | +16.9% | -7.8% | +24.7% | +18.6% |
| 3M | +23.0% | -15.0% | +38.0% | +26.7% |
| 6M | +42.2% | -24.9% | +67.1% | +49.3% |
| YTD | +5.5% | +33.2% | -27.7% | -12.0% |
| 1Y | -5.1% | +24.9% | -30.0% | -19.1% |
| 3Y | +257.9% | +77.8% | +180.2% | +153.9% |
| 5Y | +118.4% | +37.1% | +81.2% | +68.4% |
| All | +311.1% | +282.3% | +28.8% | +126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling