+561.2%
SPYG vs ESI
+198.2%
+363.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.3% | +5.5% | -3.2% | +1.0% |
| 30D | -6.5% | -7.8% | +1.3% | -4.7% |
| 3M | -6.8% | -15.0% | +8.2% | -3.4% |
| 6M | -3.1% | -24.9% | +21.8% | +2.9% |
| YTD | +8.0% | +33.2% | -25.2% | -1.6% |
| 1Y | +10.2% | +24.9% | -14.7% | +1.9% |
| 3Y | +91.0% | +77.8% | +13.2% | +59.8% |
| 5Y | +67.7% | +37.1% | +30.6% | +47.1% |
| 10Y | +393.9% | +320.5% | +73.4% | +239.0% |
| All | +561.2% | +198.2% | +363.0% | +387.7% |
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