+23.8%
ED vs SGI
-33.4%
+57.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.6% |
| 3M | +12.5% | -8.2% | +20.7% | +12.6% |
| 6M | +14.9% | -4.6% | +19.5% | +15.6% |
| YTD | +24.8% | -31.5% | +56.3% | +22.7% |
| 1Y | +23.8% | -30.8% | +54.7% | +21.9% |
| All | +23.8% | -33.4% | +57.2% | +21.9% |
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