+78.9%
SPYM vs ESI
+82.9%
-4.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +0.6% | +5.4% | -4.8% | -0.8% |
| 30D | -0.9% | -4.2% | +3.3% | 0.0% |
| 3M | +3.9% | -9.6% | +13.5% | +5.6% |
| 6M | +14.5% | +18.3% | -3.8% | +6.6% |
| YTD | +13.0% | +45.8% | -32.8% | -2.2% |
| 1Y | +19.4% | +39.2% | -19.7% | +4.5% |
| 3Y | +78.9% | +86.3% | -7.4% | +39.7% |
| All | +78.9% | +82.9% | -4.0% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling