+146.4%
ED vs SGI
+319.5%
-173.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.1% | -5.3% | +7.4% | +2.1% |
| 30D | +10.4% | -2.1% | +12.5% | +10.4% |
| 3M | +12.5% | -8.2% | +20.7% | +12.7% |
| 6M | +14.9% | -4.6% | +19.5% | +15.0% |
| YTD | +24.8% | -31.5% | +56.3% | +25.3% |
| 1Y | +23.8% | -30.8% | +54.7% | +24.3% |
| 3Y | +51.6% | +67.2% | -15.6% | +50.1% |
| 5Y | +86.4% | +42.5% | +43.9% | +83.5% |
| All | +146.4% | +319.5% | -173.1% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling