+431.9%
SPY vs ESI
+195.2%
+236.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -0.6% | -6.6% | +6.0% | +1.0% |
| 30D | -3.7% | -9.8% | +6.1% | -1.5% |
| 3M | -2.7% | -11.9% | +9.2% | -0.3% |
| 6M | +2.2% | -25.1% | +27.3% | +8.0% |
| YTD | +10.8% | +31.9% | -21.1% | +1.0% |
| 1Y | +11.2% | +19.2% | -8.0% | +3.8% |
| 3Y | +76.5% | +76.2% | +0.3% | +47.5% |
| 5Y | +72.9% | +39.4% | +33.6% | +50.5% |
| 10Y | +304.8% | +304.9% | -0.1% | +175.9% |
| All | +431.9% | +195.2% | +236.6% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling