+188.4%
SU vs ESI
+226.4%
-38.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -1.0% | +5.4% | -6.3% | -2.5% |
| 30D | +13.7% | -4.2% | +17.9% | +14.9% |
| 3M | +8.0% | -9.6% | +17.6% | +9.6% |
| 6M | +21.0% | +18.3% | +2.7% | +11.2% |
| YTD | +56.2% | +45.8% | +10.4% | +33.6% |
| 1Y | +72.2% | +39.2% | +33.0% | +48.5% |
| 3Y | +118.1% | +86.3% | +31.8% | +66.5% |
| 5Y | +350.3% | +76.2% | +274.1% | +242.3% |
| 10Y | +248.5% | +306.8% | -58.3% | +97.6% |
| All | +188.4% | +226.4% | -38.0% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling