+600.1%
SPYG vs ESI
+224.6%
+375.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.9% |
| 7D | +0.4% | +3.3% | -3.0% | -0.5% |
| 30D | -0.4% | -5.9% | +5.4% | +1.0% |
| 3M | +0.5% | -14.1% | +14.6% | +3.8% |
| 6M | +17.5% | +6.6% | +10.9% | +14.0% |
| YTD | +14.3% | +45.0% | -30.7% | +2.3% |
| 1Y | +21.7% | +41.5% | -19.7% | +9.3% |
| 3Y | +98.6% | +78.8% | +19.9% | +66.1% |
| 5Y | +85.1% | +70.9% | +14.2% | +55.0% |
| 10Y | +412.0% | +317.1% | +95.0% | +248.1% |
| All | +600.1% | +224.6% | +375.4% | +407.3% |
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