+252.8%
SPOT vs ESI
+296.9%
-44.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -3.1% | -4.6% | +1.6% | -1.7% |
| 30D | +7.4% | -10.5% | +17.9% | +10.7% |
| 3M | +8.2% | -19.8% | +28.0% | +13.8% |
| 6M | +2.2% | +5.8% | -3.6% | -4.3% |
| YTD | -9.5% | +38.3% | -47.8% | -24.1% |
| 1Y | -23.8% | +31.5% | -55.4% | -35.4% |
| 3Y | +233.5% | +80.7% | +152.8% | +139.7% |
| 5Y | +112.2% | +69.4% | +42.8% | +55.4% |
| All | +252.8% | +296.9% | -44.1% | +95.6% |
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