+640.5%
ED vs SGI
+1,862.0%
-1,221.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +1.0% |
| 7D | +2.1% | -3.9% | +6.0% | +2.3% |
| 30D | +12.4% | +0.9% | +11.5% | +12.3% |
| 3M | +13.1% | -2.9% | +16.0% | +13.2% |
| 6M | +14.1% | -9.0% | +23.0% | +14.4% |
| YTD | +23.1% | -29.2% | +52.2% | +24.8% |
| 1Y | +25.4% | -32.3% | +57.7% | +27.5% |
| 3Y | +47.9% | +72.4% | -24.6% | +41.8% |
| 5Y | +81.9% | +50.6% | +31.2% | +73.7% |
| 10Y | +141.3% | +335.2% | -194.0% | +109.7% |
| All | +640.5% | +1,862.0% | -1,221.5% | +381.6% |
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 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