+31.8%
SRE vs ESI
+82.9%
-51.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.4% | +5.4% | -3.9% | +0.7% |
| 30D | +1.9% | -4.2% | +6.1% | +2.4% |
| 3M | -3.3% | -9.6% | +6.3% | -2.6% |
| 6M | -6.4% | +18.3% | -24.7% | -11.2% |
| YTD | -1.8% | +45.8% | -47.7% | -11.3% |
| 1Y | +10.7% | +39.2% | -28.4% | +0.7% |
| 3Y | +31.8% | +86.3% | -54.5% | +7.2% |
| All | +31.8% | +82.9% | -51.1% | +7.2% |
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 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