+318.0%
SPYM vs ESI
+312.8%
+5.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.8% | -4.6% | +3.9% | +0.7% |
| 30D | -1.1% | -10.5% | +9.4% | +2.2% |
| 3M | +3.9% | -19.8% | +23.7% | +10.2% |
| 6M | +13.6% | +5.8% | +7.8% | +9.0% |
| YTD | +12.7% | +38.3% | -25.6% | -1.7% |
| 1Y | +17.6% | +31.5% | -13.9% | +3.7% |
| 3Y | +77.2% | +80.7% | -3.4% | +37.1% |
| 5Y | +84.1% | +69.4% | +14.7% | +42.7% |
| All | +318.0% | +312.8% | +5.3% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling