+112.6%
SPOT vs ESI
+74.4%
+38.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -6.5% | +3.9% | -10.4% | -7.7% |
| 30D | +2.2% | -3.8% | +6.0% | +3.0% |
| 3M | +5.4% | -13.1% | +18.5% | +7.6% |
| 6M | -4.0% | +11.3% | -15.4% | -13.2% |
| YTD | -9.9% | +44.1% | -54.0% | -28.5% |
| 1Y | -27.3% | +40.3% | -67.6% | -42.2% |
| 3Y | +236.4% | +84.1% | +152.3% | +113.3% |
| 5Y | +112.6% | +75.8% | +36.8% | +41.4% |
| All | +112.6% | +74.4% | +38.2% | +41.4% |
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