+566.1%
ED vs SGI
+2,083.6%
-1,517.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.2% | +8.5% | -8.7% | -0.6% |
| 30D | -0.1% | +0.7% | -0.8% | -0.2% |
| 3M | +3.9% | +0.6% | +3.3% | +3.8% |
| 6M | -3.0% | -17.9% | +14.9% | -2.3% |
| YTD | +10.7% | -21.2% | +31.9% | +11.7% |
| 1Y | +13.3% | -18.9% | +32.2% | +14.1% |
| 3Y | +34.5% | +52.6% | -18.1% | +29.9% |
| 5Y | +67.1% | +60.7% | +6.4% | +59.1% |
| 10Y | +103.0% | +278.1% | -175.1% | +78.4% |
| All | +566.1% | +2,083.6% | -1,517.5% | +330.9% |
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 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