+67.2%
SU vs ESI
+34.2%
+33.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +2.2% | -4.6% | +6.9% | +2.1% |
| 30D | +8.4% | -10.5% | +19.0% | +8.2% |
| 3M | +12.1% | -19.8% | +31.9% | +11.6% |
| 6M | +19.7% | +5.8% | +13.9% | +18.0% |
| YTD | +58.4% | +38.3% | +20.1% | +52.0% |
| 1Y | +67.2% | +31.5% | +35.7% | +60.9% |
| All | +67.2% | +34.2% | +33.1% | +60.9% |
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 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