+42.2%
SPOT vs ESI
-25.4%
+67.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.1% |
| 7D | +1.6% | +5.5% | -3.9% | +4.0% |
| 30D | +16.9% | -7.8% | +24.7% | +13.6% |
| 3M | +23.0% | -15.0% | +38.0% | +17.2% |
| 6M | +42.2% | -24.9% | +67.1% | +33.4% |
| All | +42.2% | -25.4% | +67.5% | +33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling