+235.3%
SPOT vs ESI
+83.5%
+151.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -2.9% | +5.4% | -8.2% | -3.4% |
| 30D | +8.3% | -4.2% | +12.5% | +8.7% |
| 3M | +5.1% | -9.6% | +14.7% | +5.1% |
| 6M | -6.5% | +18.3% | -24.8% | -13.0% |
| YTD | -9.0% | +45.8% | -54.8% | -20.2% |
| 1Y | -26.4% | +39.2% | -65.6% | -35.0% |
| All | +235.3% | +83.5% | +151.8% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling