+91.0%
SPYG vs ESI
+79.1%
+11.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.3% | +5.5% | -3.2% | +0.6% |
| 30D | -6.5% | -7.8% | +1.3% | -4.3% |
| 3M | -6.8% | -15.0% | +8.2% | -2.6% |
| 6M | -3.1% | -24.9% | +21.8% | +4.2% |
| YTD | +8.0% | +33.2% | -25.2% | -6.2% |
| 1Y | +10.2% | +24.9% | -14.7% | -2.2% |
| 3Y | +91.0% | +77.8% | +13.2% | +48.2% |
| All | +91.0% | +79.1% | +11.9% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling