+307.8%
SPY vs ESI
+318.1%
-10.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +2.6% | +5.5% | -2.9% | +0.8% |
| 30D | -2.0% | -7.8% | +5.8% | +0.2% |
| 3M | -2.8% | -15.0% | +12.2% | +1.5% |
| 6M | +2.1% | -24.9% | +27.0% | +9.7% |
| YTD | +11.5% | +33.2% | -21.7% | -2.5% |
| 1Y | +13.5% | +24.9% | -11.5% | +1.1% |
| 3Y | +77.7% | +77.8% | -0.1% | +36.7% |
| 5Y | +72.6% | +37.1% | +35.5% | +41.7% |
| All | +307.8% | +318.1% | -10.2% | +130.3% |
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