+640.0%
ED vs SGI
+1,852.9%
-1,213.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.9% | -10.5% | +9.6% | -0.3% |
| 30D | +11.2% | +0.1% | +11.0% | +11.1% |
| 3M | +11.8% | -4.0% | +15.8% | +11.9% |
| 6M | +14.1% | -5.6% | +19.7% | +14.2% |
| YTD | +23.0% | -29.5% | +52.5% | +24.8% |
| 1Y | +23.7% | -31.5% | +55.2% | +25.6% |
| 3Y | +47.7% | +71.6% | -23.9% | +41.7% |
| 5Y | +82.6% | +50.5% | +32.1% | +74.4% |
| 10Y | +141.8% | +333.9% | -192.1% | +110.2% |
| All | +640.0% | +1,852.9% | -1,213.0% | +381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling