+130.2%
SRE vs ESI
+318.1%
-187.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +1.8% | +5.5% | -3.8% | +0.6% |
| 30D | -3.0% | -7.8% | +4.8% | -1.7% |
| 3M | -7.3% | -15.0% | +7.8% | -4.6% |
| 6M | -11.9% | -24.9% | +13.0% | -7.8% |
| YTD | -7.9% | +33.2% | -41.1% | -16.4% |
| 1Y | -11.1% | +24.9% | -36.1% | -18.3% |
| 3Y | +24.8% | +77.8% | -52.9% | +3.1% |
| 5Y | +52.4% | +37.1% | +15.2% | +31.1% |
| All | +130.2% | +318.1% | -187.9% | +56.9% |
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