+67.8%
SPYG vs ESI
+36.5%
+31.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.3% | +5.5% | -3.2% | +0.2% |
| 30D | -6.5% | -7.8% | +1.3% | -3.8% |
| 3M | -6.8% | -15.0% | +8.2% | -1.7% |
| 6M | -3.1% | -24.9% | +21.8% | +6.0% |
| YTD | +8.0% | +33.2% | -25.2% | -9.2% |
| 1Y | +10.2% | +24.9% | -14.7% | -4.9% |
| 3Y | +91.0% | +77.8% | +13.2% | +32.7% |
| All | +67.8% | +36.5% | +31.3% | +29.4% |
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