+86.5%
SPYG vs ESI
+73.8%
+12.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +0.3% | +3.9% | -3.6% | -1.1% |
| 30D | -1.7% | -3.8% | +2.1% | -0.4% |
| 3M | +3.6% | -13.1% | +16.8% | +8.0% |
| 6M | +16.6% | +11.3% | +5.3% | +8.6% |
| YTD | +13.4% | +44.1% | -30.7% | -6.3% |
| 1Y | +19.6% | +40.3% | -20.7% | -0.7% |
| 3Y | +99.8% | +84.1% | +15.7% | +40.5% |
| All | +86.5% | +73.8% | +12.7% | +31.2% |
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 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