+67.6%
SPY vs ESI
+28.5%
+39.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | -2.7% | -8.5% | +5.8% | 0.0% |
| 30D | -5.4% | -15.7% | +10.3% | -0.5% |
| 3M | -4.1% | -18.2% | +14.1% | +1.5% |
| 6M | +0.7% | -28.8% | +29.5% | +10.2% |
| YTD | +8.7% | +26.3% | -17.6% | -5.4% |
| 1Y | +10.9% | +18.2% | -7.4% | -1.3% |
| 3Y | +75.0% | +68.1% | +6.9% | +28.8% |
| All | +67.6% | +28.5% | +39.2% | +31.9% |
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