+13.3%
ED vs SGI
-17.2%
+30.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -0.2% | +8.5% | -8.7% | 0.0% |
| 30D | -0.1% | +0.7% | -0.8% | -0.1% |
| 3M | +3.9% | +0.6% | +3.3% | +4.0% |
| 6M | -3.0% | -17.9% | +14.9% | -3.3% |
| YTD | +10.7% | -21.2% | +31.9% | +10.0% |
| 1Y | +13.3% | -18.9% | +32.2% | +12.7% |
| All | +13.3% | -17.2% | +30.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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