+5.2%
SSPC vs ESI
-26.2%
+31.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.6% | +12.4% | +4.0% |
| 7D | +11.8% | -6.6% | +18.4% | +6.8% |
| 30D | +44.7% | -10.9% | +55.7% | +36.4% |
| 3M | -40.7% | -13.8% | -26.9% | -42.5% |
| All | +5.2% | -26.2% | +31.4% | +8.3% |
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 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 · Available span rolling