+319.7%
SPY vs ESI
+308.3%
+11.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | +3.9% | -4.3% | -1.6% |
| 30D | -1.4% | -3.8% | +2.4% | -0.4% |
| 3M | +3.7% | -13.1% | +16.8% | +7.2% |
| 6M | +13.0% | +11.3% | +1.7% | +6.7% |
| YTD | +12.4% | +44.1% | -31.7% | -3.2% |
| 1Y | +18.5% | +40.3% | -21.8% | +2.5% |
| 3Y | +77.6% | +84.1% | -6.4% | +37.0% |
| 5Y | +81.7% | +75.8% | +5.9% | +39.5% |
| 10Y | +319.7% | +320.7% | -1.1% | +136.3% |
| All | +319.7% | +308.3% | +11.4% | +136.3% |
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