+2.7%
SRE vs ESI
+34.2%
-31.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.8% | -4.6% | +3.8% | -0.6% |
| 30D | -3.0% | -10.5% | +7.5% | -2.4% |
| 3M | -8.3% | -19.8% | +11.5% | -7.4% |
| 6M | -8.9% | +5.8% | -14.7% | -11.0% |
| YTD | -4.3% | +38.3% | -42.6% | -9.6% |
| 1Y | +2.7% | +31.5% | -28.8% | -3.2% |
| All | +2.7% | +34.2% | -31.4% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling