+120.0%
SRE vs ESI
+310.7%
-190.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.3% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | -1.7% | -9.0% | +7.3% | +0.1% |
| 3M | -7.1% | -13.3% | +6.2% | -5.1% |
| 6M | -8.4% | +5.3% | -13.7% | -11.2% |
| YTD | -3.5% | +37.6% | -41.1% | -12.6% |
| 1Y | +5.4% | +33.6% | -28.2% | -4.2% |
| 3Y | +29.5% | +75.8% | -46.3% | +8.1% |
| 5Y | +48.3% | +68.6% | -20.3% | +22.1% |
| All | +120.0% | +310.7% | -190.7% | +40.3% |
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 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