+141.3%
ED vs SGI
+356.4%
-215.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +0.8% |
| 7D | +2.1% | -3.9% | +6.0% | +2.2% |
| 30D | +12.4% | +0.9% | +11.5% | +12.4% |
| 3M | +13.1% | -2.9% | +16.0% | +13.2% |
| 6M | +14.1% | -9.0% | +23.0% | +14.2% |
| YTD | +23.1% | -29.2% | +52.2% | +23.4% |
| 1Y | +25.4% | -32.3% | +57.7% | +25.9% |
| 3Y | +47.9% | +72.4% | -24.6% | +46.3% |
| 5Y | +81.9% | +50.6% | +31.2% | +79.0% |
| 10Y | +141.3% | +335.2% | -194.0% | +157.4% |
| All | +141.3% | +356.4% | -215.2% | +157.4% |
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